Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378688.1403 | 299476.1489 | 79211.9915 | 357179.2655 | 588725.3216 | -231546.0561 |
Total P&L (%) | 378.6881 | 299.4761 | 79.212 | 357.1793 | 588.7253 | -231.5461 |
Avg Daily Profit (%) | 0.1818 | 0.1438 | 0.038 | 0.073 | 0.0927 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82189 | -80010 | -123201 | -354615 | -217243 | -380316 |
Profit Factor | 1.4456 | 1.7465 | 1.1765 | 1.1347 | 1.4967 | 0.8422 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 96 | 49 | 47 | 96 | 49 | 47 |
Losing Trades | 95 | 46 | 49 | 95 | 46 | 49 |
Profitability (%) | 50.2618 | 51.5789 | 48.9583 | 50.2618 | 51.5789 | 48.9583 |
Ratio Avg Win / Avg Loss | 1.4305 | 1.6395 | 1.2266 | 1.1228 | 1.4051 | 0.878 |
Largest Winning Trade | 103298 | 103298 | 48543 | 218149 | 218149 | 151461 |
Largest Losing Trade | -33168 | -33168 | -31797 | -158306 | -124445 | -158306 |
Avg Bars in Trades | 127 | 126 | 128 | 127 | 126 | 128 |
Avg Bars in Winners | 166 | 158 | 175 | 166 | 158 | 175 |
Avg Bars in Losers | 87 | 91 | 83 | 87 | 91 | 83 |
Bars Traded | 24317 | 12007 | 12310 | 24317 | 12007 | 12310 |
Profit Streak | 18.6752 | 20.0919 | 18.6752 | 18.6752 | 20.0919 | 18.6752 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379402 | 115699 | -168578 | -165758 | -66530 | -580919 |
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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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