Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476759.9635 | 393353.8745 | 83406.089 | 286504.6609 | 273605.5967 | 12899.0642 |
Total P&L (%) | 476.76 | 393.3539 | 83.4061 | 286.5047 | 273.6056 | 12.8991 |
Avg Daily Profit (%) | 0.2694 | 0.2223 | 0.0471 | 0.0764 | 0.0745 | 0.0069 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134950 | -99868 | -142960 | -280004 | -345564 | -322755 |
Profit Factor | 1.3536 | 1.63 | 1.1152 | 1.0853 | 1.168 | 1.0074 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 122 | 55 | 67 | 122 | 55 | 67 |
Losing Trades | 158 | 85 | 73 | 158 | 85 | 73 |
Profitability (%) | 43.5714 | 39.2857 | 47.8571 | 43.5714 | 39.2857 | 47.8571 |
Ratio Avg Win / Avg Loss | 1.7531 | 2.5191 | 1.2151 | 1.4055 | 1.8052 | 1.0977 |
Largest Winning Trade | 115088 | 115088 | 41166 | 158353 | 158353 | 114792 |
Largest Losing Trade | -43849 | -23466 | -43849 | -113292 | -91997 | -113292 |
Avg Bars in Trades | 74 | 74 | 74 | 74 | 74 | 74 |
Avg Bars in Winners | 110 | 112 | 108 | 110 | 112 | 108 |
Avg Bars in Losers | 46 | 50 | 42 | 46 | 50 | 42 |
Bars Traded | 20865 | 10487 | 10378 | 20865 | 10487 | 10378 |
Profit Streak | 31.0542 | 31.0542 | 33.3876 | 31.0542 | 31.0542 | 33.3876 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349256 | 255159 | -224202 | -217690 | -131845 | -472061 |
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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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