Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252465.6185 | 182869.2128 | 69596.4057 | -26858.5866 | -60318.9628 | 33460.3762 |
Total P&L (%) | 252.4656 | 182.8692 | 69.5964 | -26.8586 | -60.319 | 33.4604 |
Avg Daily Profit (%) | 0.1564 | 0.1133 | 0.0431 | -0.0194 | -0.0573 | 0.0179 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119481 | -158385 | -59364 | -215585 | -183697 | -79960 |
Profit Factor | 1.3655 | 1.457 | 1.2395 | 0.9665 | 0.8767 | 1.1073 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 103 | 45 | 58 | 103 | 45 | 58 |
Losing Trades | 132 | 73 | 59 | 132 | 73 | 59 |
Profitability (%) | 43.8298 | 38.1356 | 49.5727 | 43.8298 | 38.1356 | 49.5727 |
Ratio Avg Win / Avg Loss | 1.7499 | 2.3635 | 1.2609 | 1.2386 | 1.4222 | 1.1263 |
Largest Winning Trade | 312818 | 312818 | 59262 | 130782 | 130782 | 41623 |
Largest Losing Trade | -35715 | -35715 | -24673 | -64566 | -64566 | -37403 |
Avg Bars in Trades | 38 | 38 | 38 | 38 | 38 | 38 |
Avg Bars in Winners | 46 | 48 | 45 | 46 | 48 | 45 |
Avg Bars in Losers | 32 | 32 | 32 | 32 | 32 | 32 |
Bars Traded | 9125 | 4584 | 4541 | 9125 | 4584 | 4541 |
Profit Streak | 35.8829 | 35.8829 | 59.0496 | 35.8829 | 35.8829 | 59.0496 |
Trades During Streak | 2 | 1 | 6 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311934 | -43894 | -134466 | -579290 | -583422 | -273148 |
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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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