Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384538.1719 | 298319.9489 | 86218.223 | -70749.9277 | -6450.0473 | -64299.8804 |
Total P&L (%) | 384.5382 | 298.3199 | 86.2182 | -70.7499 | -6.45 | -64.2999 |
Avg Daily Profit (%) | 0.3116 | 0.2417 | 0.0699 | -0.0995 | -0.0054 | -0.0834 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114595 | -83838 | -118553 | -100804 | -60918 | -92323 |
Profit Factor | 1.3265 | 1.4967 | 1.1494 | 0.8196 | 0.9657 | 0.6854 |
Total Trades | 396 | 198 | 198 | 396 | 198 | 198 |
Winning Trades | 235 | 105 | 130 | 235 | 105 | 130 |
Losing Trades | 161 | 93 | 68 | 161 | 93 | 68 |
Profitability (%) | 59.3434 | 53.0303 | 65.6566 | 59.3434 | 53.0303 | 65.6566 |
Ratio Avg Win / Avg Loss | 0.9088 | 1.3256 | 0.6012 | 0.5615 | 0.8553 | 0.3585 |
Largest Winning Trade | 56470 | 56470 | 18285 | 31282 | 31282 | 11350 |
Largest Losing Trade | -96777 | -48503 | -96777 | -65988 | -43005 | -65988 |
Avg Bars in Trades | 37 | 42 | 31 | 37 | 42 | 31 |
Avg Bars in Winners | 28 | 35 | 23 | 28 | 35 | 23 |
Avg Bars in Losers | 49 | 51 | 45 | 49 | 51 | 45 |
Bars Traded | 14665 | 8510 | 6155 | 14665 | 8510 | 6155 |
Profit Streak | 15.4536 | 15.4536 | 15.6202 | 15.4536 | 15.4536 | 15.6202 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429178 | 385903 | -153917 | -576010 | -579321 | -577196 |
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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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