Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 251711.6385 | 223935.6773 | 27775.9612 | 55009.2446 | 809089.7803 | -754080.5357 |
Total P&L (%) | 251.7116 | 223.9357 | 27.776 | 55.0092 | 809.0898 | -754.0805 |
Avg Daily Profit (%) | 0.178 | 0.1583 | 0.0196 | 0.031 | 0.1562 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132511 | -63123 | -105797 | -1211720 | -431664 | -1158057 |
Profit Factor | 1.4372 | 1.7353 | 1.1024 | 1.016 | 1.5818 | 0.6335 |
Total Trades | 319 | 159 | 160 | 319 | 159 | 160 |
Winning Trades | 271 | 140 | 131 | 271 | 140 | 131 |
Losing Trades | 48 | 19 | 29 | 48 | 19 | 29 |
Profitability (%) | 84.953 | 88.0503 | 81.875 | 84.953 | 88.0503 | 81.875 |
Ratio Avg Win / Avg Loss | 0.2546 | 0.2355 | 0.244 | 0.1799 | 0.2147 | 0.1403 |
Largest Winning Trade | 30515 | 30515 | 20563 | 193047 | 193047 | 172532 |
Largest Losing Trade | -76601 | -63123 | -76601 | -913009 | -408588 | -913009 |
Avg Bars in Trades | 46 | 81 | 11 | 46 | 81 | 11 |
Avg Bars in Winners | 15 | 24 | 4 | 15 | 24 | 4 |
Avg Bars in Losers | 223 | 500 | 42 | 223 | 500 | 42 |
Bars Traded | 14840 | 12991 | 1849 | 14840 | 12991 | 1849 |
Profit Streak | 60.2379 | 78.1546 | 60.2379 | 60.2379 | 78.1546 | 60.2379 |
Trades During Streak | 4 | 9 | 2 | 4 | 9 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 510404 | 526541 | -273587 | -349637 | 527484 | -574891 |
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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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