Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 457625.9554 | 410661.1125 | 46964.8429 | 76798.6465 | 86916.3297 | -10117.6832 |
Total P&L (%) | 457.626 | 410.6611 | 46.9648 | 76.7986 | 86.9163 | -10.1177 |
Avg Daily Profit (%) | 0.2468 | 0.2214 | 0.0253 | 0.0307 | 0.0337 | -0.0058 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191968 | -184962 | -87600 | -856509 | -885214 | -426240 |
Profit Factor | 1.3047 | 1.4726 | 1.0742 | 1.023 | 1.0415 | 0.9919 |
Total Trades | 381 | 190 | 191 | 381 | 190 | 191 |
Winning Trades | 197 | 107 | 90 | 197 | 107 | 90 |
Losing Trades | 184 | 83 | 101 | 184 | 83 | 101 |
Profitability (%) | 51.706 | 56.3158 | 47.1204 | 51.706 | 56.3158 | 47.1204 |
Ratio Avg Win / Avg Loss | 1.2186 | 1.1423 | 1.2055 | 0.9554 | 0.8079 | 1.1132 |
Largest Winning Trade | 81207 | 81207 | 27083 | 184404 | 184404 | 159370 |
Largest Losing Trade | -68752 | -68752 | -33943 | -604006 | -604006 | -165266 |
Avg Bars in Trades | 28 | 43 | 13 | 28 | 43 | 13 |
Avg Bars in Winners | 20 | 25 | 13 | 20 | 25 | 13 |
Avg Bars in Losers | 36 | 65 | 12 | 36 | 65 | 12 |
Bars Traded | 10772 | 8224 | 2548 | 10772 | 8224 | 2548 |
Profit Streak | 13.2874 | 0 | 13.9541 | 13.2874 | 0 | 13.9541 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404246 | 367244 | -299355 | -345682 | -323087 | -578911 |
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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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