Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335880.4878 | 221909.0442 | 113971.4436 | 631115.4157 | 568868.6741 | 62246.7416 |
Total P&L (%) | 335.8805 | 221.909 | 113.9714 | 631.1154 | 568.8687 | 62.2467 |
Avg Daily Profit (%) | 0.3225 | 0.213 | 0.1094 | 0.1912 | 0.1826 | 0.0465 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61748 | -78316 | -49124 | -453572 | -233389 | -265761 |
Profit Factor | 1.4958 | 1.6758 | 1.3265 | 1.2567 | 1.5176 | 1.0458 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 137 | 64 | 73 | 137 | 64 | 73 |
Losing Trades | 161 | 85 | 76 | 161 | 85 | 76 |
Profitability (%) | 45.9732 | 42.953 | 48.9933 | 45.9732 | 42.953 | 48.9933 |
Ratio Avg Win / Avg Loss | 1.7579 | 2.2257 | 1.381 | 1.4769 | 2.0156 | 1.0888 |
Largest Winning Trade | 97538 | 97538 | 32113 | 202326 | 202326 | 153548 |
Largest Losing Trade | -21874 | -13359 | -21874 | -175048 | -111056 | -175048 |
Avg Bars in Trades | 82 | 77 | 87 | 82 | 77 | 87 |
Avg Bars in Winners | 118 | 114 | 122 | 118 | 114 | 122 |
Avg Bars in Losers | 52 | 50 | 55 | 52 | 50 | 55 |
Bars Traded | 24706 | 11604 | 13102 | 24706 | 11604 | 13102 |
Profit Streak | 7.2097 | 26.6681 | 0 | 7.2097 | 26.6681 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422419 | 324823 | -47222 | 304416 | 307069 | -302072 |
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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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