Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 593887.0489 | 584830.9277 | 9056.1212 | 28671.3639 | 571016.7528 | -542345.3889 |
Total P&L (%) | 593.887 | 584.8309 | 9.0561 | 28.6714 | 571.0168 | -542.3454 |
Avg Daily Profit (%) | 0.3061 | 0.3014 | 0.0047 | 0.013 | 0.0982 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138141 | -131739 | -109430 | -749168 | -385437 | -654273 |
Profit Factor | 1.4752 | 2.0392 | 1.0132 | 1.0106 | 1.5396 | 0.6717 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 83 | 34 | 49 | 83 | 34 | 49 |
Losing Trades | 139 | 77 | 62 | 139 | 77 | 62 |
Profitability (%) | 37.3874 | 30.6306 | 44.1441 | 37.3874 | 30.6306 | 44.1441 |
Ratio Avg Win / Avg Loss | 2.4706 | 4.6181 | 1.282 | 1.6924 | 3.4867 | 0.8499 |
Largest Winning Trade | 312587 | 312587 | 52733 | 634311 | 634311 | 123927 |
Largest Losing Trade | -56087 | -31863 | -56087 | -469586 | -68101 | -469586 |
Avg Bars in Trades | 51 | 44 | 59 | 51 | 44 | 59 |
Avg Bars in Winners | 86 | 73 | 96 | 86 | 73 | 96 |
Avg Bars in Losers | 30 | 32 | 29 | 30 | 32 | 29 |
Bars Traded | 11500 | 4948 | 6552 | 11500 | 4948 | 6552 |
Profit Streak | 36.6763 | 45.6763 | 36.6763 | 36.6763 | 45.6763 | 36.6763 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304468 | 199650 | -560376 | -389243 | -66079 | -582770 |
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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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