Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 634370.7113 | 460860.6704 | 173510.0409 | 397831.9958 | 1312603.0027 | -914771.0069 |
Total P&L (%) | 634.3707 | 460.8607 | 173.51 | 397.832 | 1312.603 | -914.771 |
Avg Daily Profit (%) | 0.4295 | 0.312 | 0.1175 | 0.1087 | 0.1794 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123707 | -149309 | -88017 | -3249481 | -1377896 | -2649519 |
Profit Factor | 1.6545 | 1.7872 | 1.4521 | 1.0408 | 1.2751 | 0.8166 |
Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Winning Trades | 118 | 53 | 65 | 118 | 53 | 65 |
Losing Trades | 107 | 60 | 47 | 107 | 60 | 47 |
Profitability (%) | 52.4444 | 46.9027 | 58.0357 | 52.4444 | 46.9027 | 58.0357 |
Ratio Avg Win / Avg Loss | 1.5003 | 2.0233 | 1.05 | 0.9437 | 1.4435 | 0.5905 |
Largest Winning Trade | 320146 | 320146 | 30159 | 1652171 | 1652171 | 373573 |
Largest Losing Trade | -65256 | -33714 | -65256 | -2417315 | -459542 | -2417315 |
Avg Bars in Trades | 25 | 28 | 21 | 25 | 28 | 21 |
Avg Bars in Winners | 27 | 31 | 24 | 27 | 31 | 24 |
Avg Bars in Losers | 22 | 26 | 17 | 22 | 26 | 17 |
Bars Traded | 5713 | 3257 | 2456 | 5713 | 3257 | 2456 |
Profit Streak | 0 | 0 | 18.7936 | 0 | 0 | 18.7936 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 536579 | 388360 | -33535 | -223408 | 238082 | -579154 |
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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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