Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461797.841 | 460120.2548 | 1677.5862 | -45943.8878 | -1930.2469 | -44013.641 |
Total P&L (%) | 461.7978 | 460.1203 | 1.6776 | -45.9439 | -1.9302 | -44.0136 |
Avg Daily Profit (%) | 0.1916 | 0.1909 | 0.0007 | -0.0255 | -0.0008 | -0.0241 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150944 | -118516 | -151015 | -395871 | -309094 | -201418 |
Profit Factor | 1.3065 | 1.5697 | 1.0024 | 0.979 | 0.9984 | 0.9547 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 107 | 49 | 58 | 107 | 49 | 58 |
Losing Trades | 143 | 76 | 67 | 143 | 76 | 67 |
Profitability (%) | 42.8 | 39.2 | 46.4 | 42.8 | 39.2 | 46.4 |
Ratio Avg Win / Avg Loss | 1.7461 | 2.4347 | 1.1579 | 1.3084 | 1.5486 | 1.1029 |
Largest Winning Trade | 211684 | 211684 | 44835 | 260606 | 260606 | 133205 |
Largest Losing Trade | -63700 | -32428 | -63700 | -129317 | -129317 | -90517 |
Avg Bars in Trades | 28 | 30 | 26 | 28 | 30 | 26 |
Avg Bars in Winners | 38 | 42 | 35 | 38 | 42 | 35 |
Avg Bars in Losers | 20 | 22 | 19 | 20 | 22 | 19 |
Bars Traded | 7120 | 3769 | 3351 | 7120 | 3769 | 3351 |
Profit Streak | 25.468 | 25.468 | 77.8013 | 25.468 | 25.468 | 77.8013 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309300 | 234240 | -575517 | -579303 | -581879 | -579085 |
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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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