Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 483384.8911 | 485310.5278 | -1925.6367 | 29304.2531 | 282355.1022 | -253050.8491 |
Total P&L (%) | 483.3849 | 485.3105 | -1.9256 | 29.3043 | 282.3551 | -253.0508 |
Avg Daily Profit (%) | 0.2576 | 0.2586 | -0.001 | 0.0137 | 0.0715 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172642 | -103082 | -108916 | -561755 | -306252 | -353260 |
Profit Factor | 1.6319 | 2.2708 | 0.995 | 1.0174 | 1.3328 | 0.6974 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 106 | 55 | 51 | 106 | 55 | 51 |
Profitability (%) | 39.0805 | 36.7816 | 41.3793 | 39.0805 | 36.7816 | 41.3793 |
Ratio Avg Win / Avg Loss | 2.5438 | 3.9029 | 1.4095 | 1.5859 | 2.2907 | 0.988 |
Largest Winning Trade | 463767 | 463767 | 55711 | 537626 | 537626 | 83591 |
Largest Losing Trade | -33345 | -33345 | -21766 | -140980 | -140980 | -97025 |
Avg Bars in Trades | 41 | 34 | 48 | 41 | 34 | 48 |
Avg Bars in Winners | 70 | 54 | 84 | 70 | 54 | 84 |
Avg Bars in Losers | 23 | 22 | 23 | 23 | 22 | 23 |
Bars Traded | 7232 | 2989 | 4243 | 7232 | 2989 | 4243 |
Profit Streak | 4.4407 | 13.9407 | 4.4407 | 4.4407 | 13.9407 | 4.4407 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306843 | 290131 | -582594 | -380680 | -100466 | -584260 |
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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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