Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381079.3702 | 355618.555 | 25460.8152 | -57826.8096 | 180274.3886 | -238101.1981 |
Total P&L (%) | 381.0794 | 355.6186 | 25.4608 | -57.8268 | 180.2744 | -238.1012 |
Avg Daily Profit (%) | 0.2168 | 0.2023 | 0.0145 | -0.0491 | 0.0586 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179950 | -176750 | -130401 | -637467 | -406308 | -325033 |
Profit Factor | 1.2303 | 1.3864 | 1.0347 | 0.9789 | 1.1279 | 0.8205 |
Total Trades | 478 | 239 | 239 | 478 | 239 | 239 |
Winning Trades | 190 | 75 | 115 | 190 | 75 | 115 |
Losing Trades | 288 | 164 | 124 | 288 | 164 | 124 |
Profitability (%) | 39.749 | 31.3808 | 48.1172 | 39.749 | 31.3808 | 48.1172 |
Ratio Avg Win / Avg Loss | 1.8648 | 3.0317 | 1.1156 | 1.4838 | 2.4664 | 0.8847 |
Largest Winning Trade | 304026 | 304026 | 34055 | 503395 | 503395 | 115825 |
Largest Losing Trade | -25535 | -25535 | -21276 | -131958 | -71968 | -131958 |
Avg Bars in Trades | 7 | 8 | 6 | 7 | 8 | 6 |
Avg Bars in Winners | 11 | 14 | 9 | 11 | 14 | 9 |
Avg Bars in Losers | 4 | 5 | 3 | 4 | 5 | 3 |
Bars Traded | 3480 | 1937 | 1543 | 3480 | 1937 | 1543 |
Profit Streak | 18.302 | 18.302 | 34.302 | 18.302 | 18.302 | 34.302 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301987 | 131726 | -357730 | -579256 | -199026 | -579092 |
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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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