Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464174.2474 | 400719.3478 | 63454.8996 | 148539.83 | 25467.0397 | 123072.7904 |
Total P&L (%) | 464.1742 | 400.7193 | 63.4549 | 148.5398 | 25.467 | 123.0728 |
Avg Daily Profit (%) | 0.2623 | 0.2264 | 0.0359 | 0.0515 | 0.0128 | 0.0453 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150206 | -137396 | -47950 | -1352383 | -1295544 | -478087 |
Profit Factor | 1.4884 | 1.6475 | 1.1914 | 1.0197 | 1.0051 | 1.0475 |
Total Trades | 275 | 137 | 138 | 275 | 137 | 138 |
Winning Trades | 119 | 52 | 67 | 119 | 52 | 67 |
Losing Trades | 156 | 85 | 71 | 156 | 85 | 71 |
Profitability (%) | 43.2727 | 37.9562 | 48.5507 | 43.2727 | 37.9562 | 48.5507 |
Ratio Avg Win / Avg Loss | 1.9512 | 2.6931 | 1.2625 | 1.3368 | 1.643 | 1.1101 |
Largest Winning Trade | 224515 | 224515 | 56702 | 762590 | 762590 | 341242 |
Largest Losing Trade | -30702 | -30702 | -17726 | -364392 | -364392 | -176789 |
Avg Bars in Trades | 74 | 122 | 27 | 74 | 122 | 27 |
Avg Bars in Winners | 105 | 198 | 34 | 105 | 198 | 34 |
Avg Bars in Losers | 50 | 75 | 20 | 50 | 75 | 20 |
Bars Traded | 20523 | 16743 | 3781 | 20523 | 16743 | 3781 |
Profit Streak | 0 | 25.9224 | 0 | 0 | 25.9224 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335594 | 256023 | -155884 | -324222 | -396834 | -301080 |
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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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