Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331632.0983 | 51846.6588 | 279785.4395 | 520050.7534 | -329477.3009 | 849528.0543 |
Total P&L (%) | 331.6321 | 51.8467 | 279.7854 | 520.0508 | -329.4773 | 849.5281 |
Avg Daily Profit (%) | 0.2238 | 0.035 | 0.1888 | 0.1232 | 0 | 0.152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130106 | -72774 | -92690 | -1073404 | -823024 | -490997 |
Profit Factor | 1.7425 | 1.24 | 2.2133 | 1.2342 | 0.7407 | 1.8938 |
Total Trades | 269 | 135 | 134 | 269 | 135 | 134 |
Winning Trades | 218 | 103 | 115 | 218 | 103 | 115 |
Losing Trades | 51 | 32 | 19 | 51 | 32 | 19 |
Profitability (%) | 81.0409 | 76.2963 | 85.8209 | 81.0409 | 76.2963 | 85.8209 |
Ratio Avg Win / Avg Loss | 0.4076 | 0.3852 | 0.3657 | 0.2887 | 0.2301 | 0.3129 |
Largest Winning Trade | 24904 | 12193 | 24904 | 148007 | 53976 | 148007 |
Largest Losing Trade | -68274 | -55708 | -68274 | -680210 | -680210 | -317676 |
Avg Bars in Trades | 29 | 16 | 42 | 29 | 16 | 42 |
Avg Bars in Winners | 15 | 6 | 22 | 15 | 6 | 22 |
Avg Bars in Losers | 89 | 48 | 159 | 89 | 48 | 159 |
Bars Traded | 7914 | 2257 | 5657 | 7914 | 2257 | 5657 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504890 | -145552 | 485748 | -24439 | -577009 | 467233 |
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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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