Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272228.8202 | 84880.5238 | 187348.2964 | 151403.6433 | -20506.969 | 171910.6123 |
Total P&L (%) | 272.2288 | 84.8805 | 187.3483 | 151.4036 | -20.507 | 171.9106 |
Avg Daily Profit (%) | 0.1796 | 0.056 | 0.1236 | 0.0608 | -0.0151 | 0.066 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86662 | -71220 | -71000 | -228157 | -219421 | -152755 |
Profit Factor | 1.2643 | 1.1747 | 1.3443 | 1.0832 | 0.9759 | 1.1777 |
Total Trades | 363 | 181 | 182 | 363 | 181 | 182 |
Winning Trades | 170 | 75 | 95 | 170 | 75 | 95 |
Losing Trades | 193 | 106 | 87 | 193 | 106 | 87 |
Profitability (%) | 46.832 | 41.4365 | 52.1978 | 46.832 | 41.4365 | 52.1978 |
Ratio Avg Win / Avg Loss | 1.4354 | 1.6603 | 1.2311 | 1.2297 | 1.3793 | 1.0785 |
Largest Winning Trade | 47445 | 46074 | 47445 | 96221 | 93156 | 96221 |
Largest Losing Trade | -48426 | -17248 | -48426 | -134310 | -48367 | -134310 |
Avg Bars in Trades | 49 | 36 | 62 | 49 | 36 | 62 |
Avg Bars in Winners | 62 | 38 | 81 | 62 | 38 | 81 |
Avg Bars in Losers | 38 | 35 | 42 | 38 | 35 | 42 |
Bars Traded | 18026 | 6571 | 11454 | 18026 | 6571 | 11454 |
Profit Streak | 14.1963 | 0 | 14.613 | 14.1963 | 0 | 14.613 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308618 | -148285 | -26368 | -239450 | -582049 | -128606 |
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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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