Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 451950.2351 | 440671.0162 | 11279.2188 | -9385.4823 | 5368.7217 | -14754.204 |
Total P&L (%) | 451.9502 | 440.671 | 11.2792 | -9.3855 | 5.3687 | -14.7542 |
Avg Daily Profit (%) | 0.1807 | 0.1762 | 0.0045 | -0.0039 | 0.0021 | -0.0064 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144602 | -103089 | -134679 | -167532 | -152014 | -97320 |
Profit Factor | 1.487 | 1.9486 | 1.0243 | 0.9891 | 1.0117 | 0.9636 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 85 | 37 | 48 | 85 | 37 | 48 |
Losing Trades | 99 | 55 | 44 | 99 | 55 | 44 |
Profitability (%) | 46.1957 | 40.2174 | 52.1739 | 46.1957 | 40.2174 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.7319 | 2.8965 | 0.939 | 1.1521 | 1.5039 | 0.8833 |
Largest Winning Trade | 370545 | 370545 | 63725 | 129671 | 129671 | 65173 |
Largest Losing Trade | -57060 | -33934 | -57060 | -54274 | -54274 | -40410 |
Avg Bars in Trades | 39 | 37 | 41 | 39 | 37 | 41 |
Avg Bars in Winners | 57 | 57 | 57 | 57 | 57 | 57 |
Avg Bars in Losers | 24 | 25 | 24 | 24 | 25 | 24 |
Bars Traded | 7324 | 3495 | 3830 | 7324 | 3495 | 3830 |
Profit Streak | 28.1736 | 28.1736 | 78.5069 | 28.1736 | 28.1736 | 78.5069 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370354 | 271667 | -506852 | -578617 | -565917 | -579435 |
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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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