Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356747.7582 | 60515.918 | 296231.8402 | 609882.101 | 125587.8287 | 484294.2724 |
Total P&L (%) | 356.7478 | 60.5159 | 296.2318 | 609.8821 | 125.5878 | 484.2943 |
Avg Daily Profit (%) | 0.2351 | 0.0399 | 0.1953 | 0.1293 | 0.0536 | 0.1164 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112840 | -89711 | -76561 | -1929772 | -1180353 | -1255454 |
Profit Factor | 1.3297 | 1.1146 | 1.5349 | 1.0561 | 1.0253 | 1.082 |
Total Trades | 350 | 175 | 175 | 350 | 175 | 175 |
Winning Trades | 185 | 94 | 91 | 185 | 94 | 91 |
Losing Trades | 165 | 81 | 84 | 165 | 81 | 84 |
Profitability (%) | 52.8571 | 53.7143 | 52 | 52.8571 | 53.7143 | 52 |
Ratio Avg Win / Avg Loss | 1.186 | 0.9604 | 1.4168 | 0.9419 | 0.8835 | 0.9988 |
Largest Winning Trade | 45060 | 45060 | 42753 | 391873 | 253417 | 391873 |
Largest Losing Trade | -24535 | -16806 | -24535 | -321079 | -303048 | -321079 |
Avg Bars in Trades | 25 | 16 | 34 | 25 | 16 | 34 |
Avg Bars in Winners | 27 | 14 | 40 | 27 | 14 | 40 |
Avg Bars in Losers | 23 | 18 | 27 | 23 | 18 | 27 |
Bars Traded | 8912 | 2851 | 6061 | 8912 | 2851 | 6061 |
Profit Streak | 11.058 | 11.058 | 29.058 | 11.058 | 11.058 | 29.058 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423306 | -234634 | 403965 | -176933 | -313891 | -167447 |
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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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