Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 447071.8058 | 403594.996 | 43476.8097 | 1726.7752 | 12081.9224 | -10355.1472 |
Total P&L (%) | 447.0718 | 403.595 | 43.4768 | 1.7268 | 12.0819 | -10.3551 |
Avg Daily Profit (%) | 0.2567 | 0.2317 | 0.025 | 0.001 | 0.0065 | -0.0063 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146407 | -176652 | -101570 | -412580 | -342151 | -151742 |
Profit Factor | 1.498 | 1.8487 | 1.103 | 1.0015 | 1.0197 | 0.9814 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 59 | 24 | 35 | 59 | 24 | 35 |
Losing Trades | 93 | 52 | 41 | 93 | 52 | 41 |
Profitability (%) | 38.8158 | 31.5789 | 46.0526 | 38.8158 | 31.5789 | 46.0526 |
Ratio Avg Win / Avg Loss | 2.3613 | 4.0054 | 1.2921 | 1.5786 | 2.2094 | 1.1497 |
Largest Winning Trade | 297892 | 297892 | 61548 | 225978 | 225978 | 93732 |
Largest Losing Trade | -31020 | -31020 | -30499 | -92796 | -87935 | -92796 |
Avg Bars in Trades | 67 | 57 | 76 | 67 | 57 | 76 |
Avg Bars in Winners | 110 | 102 | 115 | 110 | 102 | 115 |
Avg Bars in Losers | 40 | 37 | 44 | 40 | 37 | 44 |
Bars Traded | 10246 | 4396 | 5850 | 10246 | 4396 | 5850 |
Profit Streak | 27.9233 | 27.9233 | 34.4233 | 27.9233 | 27.9233 | 34.4233 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304532 | -44211 | -318671 | -577118 | -538438 | -629111 |
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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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