Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 657973.8751 | 582311.58 | 75662.2952 | 267136.4297 | -545526.2766 | 812662.7063 |
Total P&L (%) | 657.9739 | 582.3116 | 75.6623 | 267.1364 | -545.5263 | 812.6627 |
Avg Daily Profit (%) | 0.2799 | 0.2477 | 0.0322 | 0.0553 | 0 | 0.0941 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145247 | -111644 | -132660 | -1398726 | -1388259 | -596853 |
Profit Factor | 1.6338 | 2.2006 | 1.1368 | 1.0476 | 0.8203 | 1.3158 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 93 | 39 | 54 | 93 | 39 | 54 |
Losing Trades | 138 | 77 | 61 | 138 | 77 | 61 |
Profitability (%) | 40.2597 | 33.6207 | 46.9565 | 40.2597 | 33.6207 | 46.9565 |
Ratio Avg Win / Avg Loss | 2.4244 | 4.3448 | 1.2842 | 1.5545 | 1.6196 | 1.4864 |
Largest Winning Trade | 337873 | 337873 | 60933 | 623094 | 596182 | 623094 |
Largest Losing Trade | -39716 | -22862 | -39716 | -319452 | -236317 | -319452 |
Avg Bars in Trades | 60 | 46 | 74 | 60 | 46 | 74 |
Avg Bars in Winners | 105 | 87 | 118 | 105 | 87 | 118 |
Avg Bars in Losers | 29 | 25 | 35 | 29 | 25 | 35 |
Bars Traded | 13916 | 5354 | 8562 | 13916 | 5354 | 8562 |
Profit Streak | 0 | 0 | 13.649 | 0 | 0 | 13.649 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332464 | 216621 | -220763 | -288627 | -584615 | -67568 |
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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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