Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362002.1882 | 207368.7139 | 154633.4743 | 170733.3169 | -518624.5889 | 689357.9058 |
Total P&L (%) | 362.0022 | 207.3687 | 154.6335 | 170.7333 | -518.6246 | 689.3579 |
Avg Daily Profit (%) | 0.1988 | 0.1139 | 0.0849 | 0.0547 | 0 | 0.1135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82362 | -130554 | -58019 | -747322 | -1062898 | -404324 |
Profit Factor | 1.4525 | 1.4485 | 1.458 | 1.0413 | 0.7868 | 1.4058 |
Total Trades | 297 | 149 | 148 | 297 | 149 | 148 |
Winning Trades | 126 | 55 | 71 | 126 | 55 | 71 |
Losing Trades | 171 | 94 | 77 | 171 | 94 | 77 |
Profitability (%) | 42.4242 | 36.9128 | 47.973 | 42.4242 | 36.9128 | 47.973 |
Ratio Avg Win / Avg Loss | 1.9712 | 2.4755 | 1.5812 | 1.4132 | 1.3448 | 1.5245 |
Largest Winning Trade | 236962 | 236962 | 69328 | 361876 | 298615 | 361876 |
Largest Losing Trade | -26471 | -26471 | -17201 | -154430 | -154430 | -128553 |
Avg Bars in Trades | 71 | 53 | 90 | 71 | 53 | 90 |
Avg Bars in Winners | 113 | 94 | 128 | 113 | 94 | 128 |
Avg Bars in Losers | 41 | 29 | 55 | 41 | 29 | 55 |
Bars Traded | 21365 | 7953 | 13412 | 21365 | 7953 | 13412 |
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 | 300407 | -44131 | -78384 | -296338 | -584360 | -40150 |
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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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