Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323618.3372 | 249082.414 | 74535.9232 | 972942.5113 | 476889.1232 | 496053.3881 |
Total P&L (%) | 323.6183 | 249.0824 | 74.5359 | 972.9425 | 476.8891 | 496.0534 |
Avg Daily Profit (%) | 0.2157 | 0.1661 | 0.0497 | 0.1583 | 0.1169 | 0.1191 |
Buy And Hold Return (%) | 80.2034 | 80.2034 | 80.2034 | 80.2034 | 80.2034 | 80.2034 |
Max Trade Drawdown | -52945 | -55371 | -27749 | -855072 | -1042091 | -188422 |
Profit Factor | 2.0608 | 2.0945 | 1.962 | 1.3093 | 1.1829 | 1.9213 |
Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Winning Trades | 205 | 109 | 96 | 205 | 109 | 96 |
Losing Trades | 56 | 21 | 35 | 56 | 21 | 35 |
Profitability (%) | 78.5441 | 83.8462 | 73.2824 | 78.5441 | 83.8462 | 73.2824 |
Ratio Avg Win / Avg Loss | 0.563 | 0.4035 | 0.7153 | 0.3577 | 0.2279 | 0.7005 |
Largest Winning Trade | 26510 | 26510 | 17685 | 260369 | 260369 | 86651 |
Largest Losing Trade | -52945 | -52945 | -23194 | -844828 | -844828 | -148303 |
Avg Bars in Trades | 62 | 119 | 6 | 62 | 119 | 6 |
Avg Bars in Winners | 27 | 48 | 3 | 27 | 48 | 3 |
Avg Bars in Losers | 193 | 491 | 14 | 193 | 491 | 14 |
Bars Traded | 16434 | 15575 | 859 | 16434 | 15575 | 859 |
Profit Streak | 730.4487 | 730.4487 | 831.7821 | 730.4487 | 730.4487 | 831.7821 |
Trades During Streak | 11 | 5 | 6 | 11 | 5 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475957 | 403635 | -286915 | 456204 | -52927 | -29238 |
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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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