Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412085.9461 | 379985.7264 | 32100.2196 | -65978.7947 | 10776.5269 | -76755.3216 |
Total P&L (%) | 412.0859 | 379.9857 | 32.1002 | -65.9788 | 10.7765 | -76.7553 |
Avg Daily Profit (%) | 0.2199 | 0.2028 | 0.0171 | -0.0575 | 0.0055 | -0.0778 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94985 | -51467 | -63459 | -33633 | -28471 | -21879 |
Profit Factor | 1.4325 | 1.8546 | 1.0632 | 0.7914 | 1.0914 | 0.613 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 108 | 48 | 60 | 108 | 48 | 60 |
Losing Trades | 148 | 80 | 68 | 148 | 80 | 68 |
Profitability (%) | 42.1875 | 37.5 | 46.875 | 42.1875 | 37.5 | 46.875 |
Ratio Avg Win / Avg Loss | 1.9631 | 3.091 | 1.2049 | 1.0845 | 1.8189 | 0.6947 |
Largest Winning Trade | 140657 | 140657 | 69792 | 28088 | 28088 | 15328 |
Largest Losing Trade | -96558 | -23233 | -96558 | -96558 | -10586 | -96558 |
Avg Bars in Trades | 21 | 18 | 25 | 21 | 18 | 25 |
Avg Bars in Winners | 30 | 27 | 33 | 30 | 27 | 33 |
Avg Bars in Losers | 15 | 13 | 17 | 15 | 13 | 17 |
Bars Traded | 5588 | 2385 | 3203 | 5588 | 2385 | 3203 |
Profit Streak | 30.7771 | 30.7771 | 33.7771 | 30.7771 | 30.7771 | 33.7771 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355554 | 265235 | -324075 | -579031 | -449857 | -580935 |
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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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