Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502188.5296 | 414880.5615 | 87307.9681 | 144116.8707 | 81293.8432 | 62823.0274 |
Total P&L (%) | 502.1885 | 414.8806 | 87.308 | 144.1169 | 81.2938 | 62.823 |
Avg Daily Profit (%) | 0.3139 | 0.2593 | 0.0546 | 0.0558 | 0.0372 | 0.0305 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136188 | -132334 | -75669 | -170377 | -205803 | -95539 |
Profit Factor | 1.517 | 1.8386 | 1.1832 | 1.1114 | 1.1208 | 1.1011 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 71 | 30 | 41 | 71 | 30 | 41 |
Losing Trades | 122 | 67 | 55 | 122 | 67 | 55 |
Profitability (%) | 36.7876 | 30.9278 | 42.7083 | 36.7876 | 30.9278 | 42.7083 |
Ratio Avg Win / Avg Loss | 2.6067 | 4.1061 | 1.5872 | 1.9097 | 2.5032 | 1.4771 |
Largest Winning Trade | 304021 | 304021 | 30644 | 172226 | 172226 | 78093 |
Largest Losing Trade | -32152 | -24573 | -32152 | -45075 | -43795 | -45075 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 28 | 32 | 26 | 28 | 32 | 26 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 3149 | 1558 | 1591 | 3149 | 1558 | 1591 |
Profit Streak | 36.17 | 36.17 | 36.67 | 36.17 | 36.17 | 36.67 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312226 | 170114 | -140244 | -218171 | -236595 | -264253 |
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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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