Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 700817.3532 | 618029.17 | 82788.1831 | 90762.5968 | -736437.3734 | 827199.9702 |
Total P&L (%) | 700.8174 | 618.0292 | 82.7882 | 90.7626 | -736.4374 | 827.2 |
Avg Daily Profit (%) | 0.322 | 0.2839 | 0.038 | 0.0297 | 0 | 0.1024 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -214893 | -198437 | -74130 | -3094154 | -3148360 | -705977 |
Profit Factor | 1.9321 | 2.2106 | 1.343 | 1.0108 | 0.879 | 1.3524 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 89 | 40 | 49 | 89 | 40 | 49 |
Losing Trades | 87 | 48 | 39 | 87 | 48 | 39 |
Profitability (%) | 50.5682 | 45.4545 | 55.6818 | 50.5682 | 45.4545 | 55.6818 |
Ratio Avg Win / Avg Loss | 1.8887 | 2.6528 | 1.0689 | 0.988 | 1.0548 | 1.0764 |
Largest Winning Trade | 431243 | 431243 | 53116 | 1441208 | 1441208 | 395472 |
Largest Losing Trade | -36598 | -36598 | -35115 | -686143 | -686143 | -608116 |
Avg Bars in Trades | 36 | 61 | 10 | 36 | 61 | 10 |
Avg Bars in Winners | 34 | 62 | 10 | 34 | 62 | 10 |
Avg Bars in Losers | 38 | 59 | 11 | 38 | 59 | 11 |
Bars Traded | 6351 | 5387 | 964 | 6351 | 5387 | 964 |
Profit Streak | 10.8202 | 12.1536 | 10.8202 | 10.8202 | 12.1536 | 10.8202 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 549891 | 430585 | -140407 | -361069 | -580112 | -54158 |
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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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