Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 489623.5031 | 377209.4415 | 112414.0616 | 718815.3011 | -89195.8844 | 808011.1855 |
Total P&L (%) | 489.6235 | 377.2094 | 112.4141 | 718.8153 | -89.1959 | 808.0112 |
Avg Daily Profit (%) | 0.2629 | 0.2025 | 0.0604 | 0.113 | -0.1194 | 0.1185 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194855 | -144367 | -70848 | -8510513 | -5421986 | -4579017 |
Profit Factor | 1.4327 | 1.6711 | 1.1974 | 1.0198 | 0.9951 | 1.0444 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 112 | 55 | 57 | 112 | 55 | 57 |
Losing Trades | 170 | 86 | 84 | 170 | 86 | 84 |
Profitability (%) | 39.7163 | 39.0071 | 40.4255 | 39.7163 | 39.0071 | 40.4255 |
Ratio Avg Win / Avg Loss | 2.1747 | 2.6129 | 1.7646 | 1.5478 | 1.556 | 1.5391 |
Largest Winning Trade | 137306 | 137306 | 41149 | 3729076 | 3729076 | 1506739 |
Largest Losing Trade | -33074 | -23561 | -33074 | -1307911 | -1307911 | -1053118 |
Avg Bars in Trades | 13 | 12 | 13 | 13 | 12 | 13 |
Avg Bars in Winners | 19 | 18 | 21 | 19 | 18 | 21 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 3714 | 1743 | 1971 | 3714 | 1743 | 1971 |
Profit Streak | 10.6146 | 17.1146 | 0 | 10.6146 | 17.1146 | 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 | 308433 | 259211 | -118194 | -241060 | -581608 | -208614 |
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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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