Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 599320.3195 | 468853.6273 | 130466.6922 | 112860.862 | -539593.0559 | 652453.9179 |
Total P&L (%) | 599.3203 | 468.8536 | 130.4667 | 112.8609 | -539.5931 | 652.4539 |
Avg Daily Profit (%) | 0.4057 | 0.3174 | 0.0883 | 0.0512 | 0 | 0.1367 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170996 | -133988 | -92932 | -1537827 | -1455685 | -1192789 |
Profit Factor | 1.4903 | 1.6617 | 1.2539 | 1.0095 | 0.9218 | 1.1325 |
Total Trades | 336 | 168 | 168 | 336 | 168 | 168 |
Winning Trades | 163 | 73 | 90 | 163 | 73 | 90 |
Losing Trades | 173 | 95 | 78 | 173 | 95 | 78 |
Profitability (%) | 48.5119 | 43.4524 | 53.5714 | 48.5119 | 43.4524 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.5817 | 2.1625 | 1.0867 | 1.0715 | 1.1996 | 0.9815 |
Largest Winning Trade | 464191 | 464191 | 40464 | 734841 | 734841 | 432622 |
Largest Losing Trade | -27207 | -23516 | -27207 | -375558 | -292381 | -375558 |
Avg Bars in Trades | 26 | 20 | 31 | 26 | 20 | 31 |
Avg Bars in Winners | 34 | 23 | 42 | 34 | 23 | 42 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 8773 | 3506 | 5267 | 8773 | 3506 | 5267 |
Profit Streak | 0 | 0 | 10.6754 | 0 | 0 | 10.6754 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489954 | 353800 | -73805 | -333168 | -581055 | -85109 |
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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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