Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478070.7559 | 292248.2294 | 185822.5265 | 1044806.5122 | 684497.1466 | 360309.3655 |
Total P&L (%) | 478.0708 | 292.2482 | 185.8225 | 1044.8065 | 684.4971 | 360.3094 |
Avg Daily Profit (%) | 0.3531 | 0.2158 | 0.1372 | 0.1802 | 0.1522 | 0.1128 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92601 | -84673 | -43315 | -512587 | -495850 | -210865 |
Profit Factor | 1.7183 | 1.7907 | 1.628 | 1.434 | 1.5177 | 1.3319 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 61 | 23 | 38 | 61 | 23 | 38 |
Losing Trades | 86 | 51 | 35 | 86 | 51 | 35 |
Profitability (%) | 41.4966 | 31.0811 | 52.0548 | 41.4966 | 31.0811 | 52.0548 |
Ratio Avg Win / Avg Loss | 2.4226 | 3.9706 | 1.4995 | 2.0216 | 3.3654 | 1.2268 |
Largest Winning Trade | 143308 | 143308 | 41453 | 292717 | 292717 | 139840 |
Largest Losing Trade | -26070 | -12607 | -26070 | -114718 | -105220 | -114718 |
Avg Bars in Trades | 18 | 17 | 18 | 18 | 17 | 18 |
Avg Bars in Winners | 31 | 37 | 27 | 31 | 37 | 27 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 2669 | 1316 | 1353 | 2669 | 1316 | 1353 |
Profit Streak | 33.0007 | 33.0007 | 35.5007 | 33.0007 | 33.0007 | 35.5007 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379492 | -59844 | -78719 | 296548 | -60841 | -112970 |
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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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