Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 633090.7551 | 558131.4587 | 74959.2964 | 195466.801 | 72232.5238 | 123234.2772 |
Total P&L (%) | 633.0908 | 558.1315 | 74.9593 | 195.4668 | 72.2325 | 123.2343 |
Avg Daily Profit (%) | 0.2665 | 0.2349 | 0.0315 | 0.0456 | 0.0229 | 0.0338 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122988 | -99868 | -173945 | -258912 | -197758 | -181053 |
Profit Factor | 1.604 | 2.0812 | 1.1409 | 1.1095 | 1.0732 | 1.1544 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Losing Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Profitability (%) | 50.9434 | 51.25 | 50.6329 | 50.9434 | 51.25 | 50.6329 |
Ratio Avg Win / Avg Loss | 1.5446 | 1.9797 | 1.1124 | 1.0684 | 1.0209 | 1.1255 |
Largest Winning Trade | 246350 | 246350 | 69726 | 140028 | 140028 | 104923 |
Largest Losing Trade | -60983 | -33769 | -60983 | -101738 | -93188 | -101738 |
Avg Bars in Trades | 28 | 20 | 37 | 28 | 20 | 37 |
Avg Bars in Winners | 35 | 21 | 48 | 35 | 21 | 48 |
Avg Bars in Losers | 22 | 18 | 26 | 22 | 18 | 26 |
Bars Traded | 4600 | 1631 | 2969 | 4600 | 1631 | 2969 |
Profit Streak | 9.7666 | 9.7666 | 13.2666 | 9.7666 | 9.7666 | 13.2666 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503308 | -6060 | -242555 | -229692 | -320603 | -224722 |
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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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