Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 530331.1042 | 352493.8902 | 177837.214 | 181001.3864 | -825365.7848 | 1006367.1711 |
Total P&L (%) | 530.3311 | 352.4939 | 177.8372 | 181.0014 | -825.3658 | 1006.3672 |
Avg Daily Profit (%) | 0.2913 | 0.1936 | 0.0977 | 0.0568 | 0 | 0.1321 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135041 | -129772 | -83880 | -2212572 | -2183742 | -1621830 |
Profit Factor | 1.4925 | 1.6005 | 1.3631 | 1.0163 | 0.8656 | 1.204 |
Total Trades | 281 | 140 | 141 | 281 | 140 | 141 |
Winning Trades | 141 | 59 | 82 | 141 | 59 | 82 |
Losing Trades | 140 | 81 | 59 | 140 | 81 | 59 |
Profitability (%) | 50.1779 | 42.1429 | 58.156 | 50.1779 | 42.1429 | 58.156 |
Ratio Avg Win / Avg Loss | 1.4819 | 2.1972 | 0.9808 | 1.0091 | 1.1884 | 0.8663 |
Largest Winning Trade | 349488 | 349488 | 55862 | 920572 | 920572 | 541266 |
Largest Losing Trade | -54737 | -27509 | -54737 | -1257837 | -527376 | -1257837 |
Avg Bars in Trades | 19 | 18 | 19 | 19 | 18 | 19 |
Avg Bars in Winners | 22 | 24 | 21 | 22 | 24 | 21 |
Avg Bars in Losers | 15 | 15 | 16 | 15 | 15 | 16 |
Bars Traded | 5398 | 2656 | 2742 | 5398 | 2656 | 2742 |
Profit Streak | 1.3728 | 0 | 6.3728 | 1.3728 | 0 | 6.3728 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332246 | 274857 | -61896 | -320508 | -582072 | -16535 |
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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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