Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387386.475 | 300271.9421 | 87114.533 | 95000.2806 | 55680.4183 | 39319.8623 |
Total P&L (%) | 387.3865 | 300.2719 | 87.1145 | 95.0003 | 55.6804 | 39.3199 |
Avg Daily Profit (%) | 0.1629 | 0.1263 | 0.0366 | 0.0281 | 0.0186 | 0.0139 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -226787 | -114785 | -174641 | -899087 | -457477 | -511692 |
Profit Factor | 1.2733 | 1.4605 | 1.1138 | 1.0386 | 1.0467 | 1.0311 |
Total Trades | 356 | 178 | 178 | 356 | 178 | 178 |
Winning Trades | 183 | 95 | 88 | 183 | 95 | 88 |
Losing Trades | 173 | 83 | 90 | 173 | 83 | 90 |
Profitability (%) | 51.4045 | 53.3708 | 49.4382 | 51.4045 | 53.3708 | 49.4382 |
Ratio Avg Win / Avg Loss | 1.2037 | 1.276 | 1.1391 | 0.9819 | 0.9144 | 1.0545 |
Largest Winning Trade | 54337 | 54337 | 30483 | 196299 | 128509 | 196299 |
Largest Losing Trade | -60349 | -51209 | -60349 | -226515 | -226515 | -149665 |
Avg Bars in Trades | 39 | 39 | 39 | 39 | 39 | 39 |
Avg Bars in Winners | 39 | 39 | 39 | 39 | 39 | 39 |
Avg Bars in Losers | 39 | 39 | 39 | 39 | 39 | 39 |
Bars Traded | 14081 | 7049 | 7033 | 14081 | 7049 | 7033 |
Profit Streak | 147.3174 | 167.1508 | 147.3174 | 147.3174 | 167.1508 | 147.3174 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368299 | -21576 | -238571 | -332054 | -338027 | -362133 |
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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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