Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 495316.1063 | 358656.2665 | 136659.8398 | 366223.5419 | 25916.5282 | 340307.0137 |
Total P&L (%) | 495.3161 | 358.6563 | 136.6598 | 366.2235 | 25.9165 | 340.307 |
Avg Daily Profit (%) | 0.2843 | 0.2059 | 0.0785 | 0.0884 | 0.0132 | 0.0851 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111762 | -72510 | -95511 | -1290434 | -829488 | -898627 |
Profit Factor | 1.5857 | 1.8207 | 1.3344 | 1.0493 | 1.0066 | 1.0971 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 73 | 31 | 42 | 73 | 31 | 42 |
Losing Trades | 79 | 45 | 34 | 79 | 45 | 34 |
Profitability (%) | 48.0263 | 40.7895 | 55.2632 | 48.0263 | 40.7895 | 55.2632 |
Ratio Avg Win / Avg Loss | 1.716 | 2.6429 | 1.0802 | 1.1356 | 1.4612 | 0.8881 |
Largest Winning Trade | 188477 | 188477 | 65661 | 559732 | 559732 | 470151 |
Largest Losing Trade | -40958 | -34567 | -40958 | -579342 | -331817 | -579342 |
Avg Bars in Trades | 44 | 35 | 54 | 44 | 35 | 54 |
Avg Bars in Winners | 51 | 40 | 59 | 51 | 40 | 59 |
Avg Bars in Losers | 38 | 32 | 47 | 38 | 32 | 47 |
Bars Traded | 6816 | 2691 | 4125 | 6816 | 2691 | 4125 |
Profit Streak | 5.2395 | 0 | 12.2395 | 5.2395 | 0 | 12.2395 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432856 | -41914 | -135790 | -240457 | -444937 | -242549 |
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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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