Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519408.6905 | 296101.962 | 223306.7286 | 1066930.1736 | -1063233.9143 | 2130164.0879 |
Total P&L (%) | 519.4087 | 296.102 | 223.3067 | 1066.9302 | -1063.2339 | 2130.1641 |
Avg Daily Profit (%) | 0.2855 | 0.1628 | 0.1228 | 0.1352 | 0 | 0.1708 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96795 | -92179 | -86230 | -4370606 | -3272776 | -3668726 |
Profit Factor | 1.4996 | 1.546 | 1.449 | 1.0355 | 0.9311 | 1.1457 |
Total Trades | 261 | 131 | 130 | 261 | 131 | 130 |
Winning Trades | 102 | 49 | 53 | 102 | 49 | 53 |
Losing Trades | 159 | 82 | 77 | 159 | 82 | 77 |
Profitability (%) | 39.0805 | 37.4046 | 40.7692 | 39.0805 | 37.4046 | 40.7692 |
Ratio Avg Win / Avg Loss | 2.3376 | 2.5871 | 2.1052 | 1.6142 | 1.5581 | 1.6645 |
Largest Winning Trade | 110788 | 110788 | 51107 | 1278781 | 1278781 | 944651 |
Largest Losing Trade | -29204 | -21961 | -29204 | -1165405 | -788659 | -1165405 |
Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Winners | 20 | 17 | 21 | 20 | 17 | 21 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 3450 | 1593 | 1857 | 3450 | 1593 | 1857 |
Profit Streak | 17.1087 | 17.1087 | 21.6087 | 17.1087 | 17.1087 | 21.6087 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347324 | 206786 | -29987 | -194060 | -582257 | -54329 |
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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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