Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377170.4207 | 302572.4794 | 74597.9413 | 9258.2265 | 61235.407 | -51977.1806 |
Total P&L (%) | 377.1704 | 302.5725 | 74.5979 | 9.2582 | 61.2354 | -51.9772 |
Avg Daily Profit (%) | 0.3028 | 0.2429 | 0.0599 | 0.0071 | 0.0384 | -0.0589 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102196 | -92364 | -83955 | -173108 | -134671 | -138054 |
Profit Factor | 1.3761 | 1.6291 | 1.143 | 1.0095 | 1.1312 | 0.8966 |
Total Trades | 271 | 136 | 135 | 271 | 136 | 135 |
Winning Trades | 166 | 77 | 89 | 166 | 77 | 89 |
Losing Trades | 105 | 59 | 46 | 105 | 59 | 46 |
Profitability (%) | 61.2546 | 56.6176 | 65.9259 | 61.2546 | 56.6176 | 65.9259 |
Ratio Avg Win / Avg Loss | 0.8704 | 1.2483 | 0.5907 | 0.6386 | 0.8668 | 0.4634 |
Largest Winning Trade | 42328 | 42328 | 30971 | 56638 | 43268 | 56638 |
Largest Losing Trade | -82968 | -48503 | -82968 | -109432 | -109432 | -85949 |
Avg Bars in Trades | 54 | 60 | 48 | 54 | 60 | 48 |
Avg Bars in Winners | 41 | 49 | 34 | 41 | 49 | 34 |
Avg Bars in Losers | 74 | 74 | 75 | 74 | 74 | 75 |
Bars Traded | 14791 | 8225 | 6566 | 14791 | 8225 | 6566 |
Profit Streak | 25.3742 | 25.3742 | 25.4576 | 25.3742 | 25.3742 | 25.4576 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423447 | 419328 | -175010 | -556415 | -218439 | -577887 |
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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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