Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 764847.258 | 691149.3834 | 73697.8746 | 188149.2739 | -172144.4088 | 360293.6827 |
Total P&L (%) | 764.8473 | 691.1494 | 73.6979 | 188.1493 | -172.1444 | 360.2937 |
Avg Daily Profit (%) | 0.4129 | 0.3731 | 0.0398 | 0.0572 | 0 | 0.0825 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184895 | -143139 | -90811 | -1031441 | -838718 | -487471 |
Profit Factor | 1.8542 | 2.4063 | 1.1825 | 1.0444 | 0.9292 | 1.1998 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 93 | 42 | 51 | 93 | 42 | 51 |
Losing Trades | 92 | 51 | 41 | 92 | 51 | 41 |
Profitability (%) | 50.2703 | 45.1613 | 55.4348 | 50.2703 | 45.1613 | 55.4348 |
Ratio Avg Win / Avg Loss | 1.8343 | 2.9219 | 0.9506 | 1.0332 | 1.1284 | 0.9645 |
Largest Winning Trade | 618758 | 618758 | 66597 | 607711 | 607711 | 413538 |
Largest Losing Trade | -45070 | -45070 | -34842 | -338926 | -338926 | -207349 |
Avg Bars in Trades | 29 | 25 | 32 | 29 | 25 | 32 |
Avg Bars in Winners | 38 | 35 | 39 | 38 | 35 | 39 |
Avg Bars in Losers | 20 | 17 | 23 | 20 | 17 | 23 |
Bars Traded | 5376 | 2377 | 2999 | 5376 | 2377 | 2999 |
Profit Streak | 0 | 0 | 17.5768 | 0 | 0 | 17.5768 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 527687 | 438909 | -160271 | -286995 | -581021 | -84319 |
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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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