Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392214.7456 | 270488.5265 | 121726.2191 | 193475.7502 | -262026.4237 | 455502.1739 |
Total P&L (%) | 392.2147 | 270.4885 | 121.7262 | 193.4758 | -262.0264 | 455.5022 |
Avg Daily Profit (%) | 0.2037 | 0.1405 | 0.0632 | 0.0559 | 0 | 0.0891 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154633 | -162590 | -83400 | -721212 | -876663 | -178982 |
Profit Factor | 1.3322 | 1.3995 | 1.2417 | 1.0641 | 0.8681 | 1.4407 |
Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
Winning Trades | 122 | 60 | 62 | 122 | 60 | 62 |
Losing Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Profitability (%) | 49.7959 | 49.1803 | 50.4065 | 49.7959 | 49.1803 | 50.4065 |
Ratio Avg Win / Avg Loss | 1.3431 | 1.4462 | 1.2217 | 1.0728 | 0.897 | 1.4174 |
Largest Winning Trade | 93374 | 93374 | 31924 | 174787 | 145528 | 174787 |
Largest Losing Trade | -50244 | -50244 | -49160 | -165276 | -165276 | -93483 |
Avg Bars in Trades | 45 | 58 | 33 | 45 | 58 | 33 |
Avg Bars in Winners | 52 | 59 | 45 | 52 | 59 | 45 |
Avg Bars in Losers | 39 | 57 | 21 | 39 | 57 | 21 |
Bars Traded | 11226 | 7141 | 4085 | 11226 | 7141 | 4085 |
Profit Streak | 35.9847 | 37.9847 | 35.9847 | 35.9847 | 37.9847 | 35.9847 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364551 | -4831 | -108427 | -266102 | -580781 | -72715 |
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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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