Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605766.7015 | 509197.8924 | 96568.8091 | 215610.507 | 2361.6214 | 213248.8856 |
Total P&L (%) | 605.7667 | 509.1979 | 96.5688 | 215.6105 | 2.3616 | 213.2489 |
Avg Daily Profit (%) | 0.2565 | 0.2156 | 0.0409 | 0.0487 | 0.001 | 0.0484 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159070 | -120653 | -176940 | -454754 | -385419 | -285001 |
Profit Factor | 1.442 | 1.7134 | 1.1471 | 1.085 | 1.0017 | 1.184 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 95 | 40 | 55 | 95 | 40 | 55 |
Losing Trades | 156 | 85 | 71 | 156 | 85 | 71 |
Profitability (%) | 37.8486 | 32 | 43.6508 | 37.8486 | 32 | 43.6508 |
Ratio Avg Win / Avg Loss | 2.3679 | 3.6409 | 1.4807 | 1.7817 | 2.1286 | 1.5284 |
Largest Winning Trade | 261250 | 261250 | 45940 | 182876 | 182876 | 164414 |
Largest Losing Trade | -36382 | -25346 | -36382 | -76430 | -76430 | -64856 |
Avg Bars in Trades | 27 | 28 | 27 | 27 | 28 | 27 |
Avg Bars in Winners | 41 | 42 | 40 | 41 | 42 | 40 |
Avg Bars in Losers | 19 | 21 | 16 | 19 | 21 | 16 |
Bars Traded | 6955 | 3508 | 3447 | 6955 | 3508 | 3447 |
Profit Streak | 27.3698 | 40.0365 | 27.3698 | 27.3698 | 40.0365 | 27.3698 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304610 | 180767 | -198935 | -255958 | -581194 | -147213 |
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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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