Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 477970.6448 | 417203.8779 | 60766.7669 | 99654.7639 | 181447.476 | -81792.7121 |
Total P&L (%) | 477.9706 | 417.2039 | 60.7668 | 99.6548 | 181.4475 | -81.7927 |
Avg Daily Profit (%) | 0.2022 | 0.1765 | 0.0257 | 0.0293 | 0.0438 | -0.072 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141367 | -92273 | -162734 | -772148 | -762628 | -612812 |
Profit Factor | 1.3849 | 1.7044 | 1.0935 | 1.0219 | 1.083 | 0.9653 |
Total Trades | 316 | 158 | 158 | 316 | 158 | 158 |
Winning Trades | 138 | 60 | 78 | 138 | 60 | 78 |
Losing Trades | 178 | 98 | 80 | 178 | 98 | 80 |
Profitability (%) | 43.6709 | 37.9747 | 49.3671 | 43.6709 | 37.9747 | 49.3671 |
Ratio Avg Win / Avg Loss | 1.7863 | 2.7838 | 1.1216 | 1.3181 | 1.7689 | 0.9901 |
Largest Winning Trade | 170705 | 170705 | 59726 | 457401 | 457401 | 300474 |
Largest Losing Trade | -40749 | -26706 | -40749 | -314525 | -167140 | -314525 |
Avg Bars in Trades | 44 | 41 | 47 | 44 | 41 | 47 |
Avg Bars in Winners | 57 | 51 | 61 | 57 | 51 | 61 |
Avg Bars in Losers | 34 | 34 | 33 | 34 | 34 | 33 |
Bars Traded | 14001 | 6535 | 7466 | 14001 | 6535 | 7466 |
Profit Streak | 16.0928 | 16.0928 | 26.5928 | 16.0928 | 16.0928 | 26.5928 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360989 | 245615 | -275738 | -349542 | -266376 | -579735 |
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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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