Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411421.3885 | 263056.2002 | 148365.1883 | 1647631.6672 | 1847813.3497 | -200181.6825 |
Total P&L (%) | 411.4214 | 263.0562 | 148.3652 | 1647.6317 | 1847.8134 | -200.1817 |
Avg Daily Profit (%) | 0.395 | 0.2525 | 0.1424 | 0.275 | 0.2855 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95783 | -61431 | -69484 | -2706052 | -1034827 | -1918415 |
Profit Factor | 1.5532 | 1.7163 | 1.3941 | 1.1889 | 1.4522 | 0.9568 |
Total Trades | 381 | 191 | 190 | 381 | 191 | 190 |
Winning Trades | 139 | 66 | 73 | 139 | 66 | 73 |
Losing Trades | 242 | 125 | 117 | 242 | 125 | 117 |
Profitability (%) | 36.4829 | 34.555 | 38.4211 | 36.4829 | 34.555 | 38.4211 |
Ratio Avg Win / Avg Loss | 2.7041 | 3.2506 | 2.2344 | 2.0699 | 2.7503 | 1.5335 |
Largest Winning Trade | 65178 | 65178 | 28555 | 1372637 | 1372637 | 782205 |
Largest Losing Trade | -12345 | -10454 | -12345 | -507100 | -248426 | -507100 |
Avg Bars in Trades | 65 | 61 | 69 | 65 | 61 | 69 |
Avg Bars in Winners | 113 | 105 | 120 | 113 | 105 | 120 |
Avg Bars in Losers | 37 | 37 | 37 | 37 | 37 | 37 |
Bars Traded | 24908 | 11728 | 13180 | 24908 | 11728 | 13180 |
Profit Streak | 4.238 | 6.0296 | 0 | 4.238 | 6.0296 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315595 | 232488 | -5193 | -6206 | 217011 | -582063 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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