Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358931.8361 | 297272.2104 | 61659.6257 | -26387.152 | 251370.9958 | -277758.1478 |
Total P&L (%) | 358.9318 | 297.2722 | 61.6596 | -26.3872 | 251.371 | -277.7581 |
Avg Daily Profit (%) | 0.1887 | 0.1563 | 0.0324 | -0.0161 | 0.0661 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138245 | -138411 | -150331 | -304551 | -160132 | -429233 |
Profit Factor | 1.3978 | 1.686 | 1.1315 | 0.9776 | 1.6113 | 0.6372 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Profitability (%) | 53.8961 | 53.2468 | 54.5455 | 53.8961 | 53.2468 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.1957 | 1.4804 | 0.9429 | 0.8362 | 1.4148 | 0.531 |
Largest Winning Trade | 96108 | 96108 | 57056 | 128225 | 128225 | 59888 |
Largest Losing Trade | -76827 | -33828 | -76827 | -239256 | -43366 | -239256 |
Avg Bars in Trades | 47 | 53 | 41 | 47 | 53 | 41 |
Avg Bars in Winners | 50 | 57 | 44 | 50 | 57 | 44 |
Avg Bars in Losers | 43 | 48 | 37 | 43 | 48 | 37 |
Bars Traded | 7298 | 4104 | 3194 | 7298 | 4104 | 3194 |
Profit Streak | 0 | 0 | 656.579 | 0 | 0 | 656.579 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342648 | -32206 | -267760 | -579465 | -144280 | -620814 |
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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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