Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629996.0394 | 529824.2879 | 100171.7515 | 420328.0144 | 139962.7005 | 280365.3139 |
Total P&L (%) | 629.996 | 529.8243 | 100.1718 | 420.328 | 139.9627 | 280.3653 |
Avg Daily Profit (%) | 0.3947 | 0.332 | 0.0628 | 0.1034 | 0.0549 | 0.0837 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128623 | -95018 | -112414 | -389050 | -486757 | -419306 |
Profit Factor | 1.7406 | 2.0263 | 1.2995 | 1.1359 | 1.0728 | 1.2398 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 54 | 19 | 35 | 54 | 19 | 35 |
Losing Trades | 109 | 63 | 46 | 109 | 63 | 46 |
Profitability (%) | 33.1288 | 23.1707 | 43.2099 | 33.1288 | 23.1707 | 43.2099 |
Ratio Avg Win / Avg Loss | 3.5134 | 6.7186 | 1.708 | 2.2929 | 3.5571 | 1.6295 |
Largest Winning Trade | 300829 | 300829 | 34757 | 405265 | 405265 | 129965 |
Largest Losing Trade | -32873 | -31158 | -32873 | -146291 | -146291 | -114956 |
Avg Bars in Trades | 28 | 29 | 26 | 28 | 29 | 26 |
Avg Bars in Winners | 56 | 73 | 47 | 56 | 73 | 47 |
Avg Bars in Losers | 14 | 16 | 11 | 14 | 16 | 11 |
Bars Traded | 4624 | 2447 | 2177 | 4624 | 2447 | 2177 |
Profit Streak | 33.3207 | 33.3207 | 33.9874 | 33.3207 | 33.3207 | 33.9874 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308425 | -28499 | -121708 | -129287 | -300551 | -94102 |
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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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