Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478846.5474 | 459570.401 | 19276.1463 | -1034661.8864 | -268807.7756 | -765854.1107 |
Total P&L (%) | 478.8465 | 459.5704 | 19.2761 | -1034.6619 | -268.8078 | -765.8541 |
Avg Daily Profit (%) | 0.2479 | 0.238 | 0.01 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205706 | -90438 | -282911 | -1743657 | -731065 | -1132300 |
Profit Factor | 1.3512 | 1.8657 | 1.0232 | 0.6931 | 0.8186 | 0.5946 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 138 | 70 | 68 | 119 | 65 | 54 |
Losing Trades | 108 | 53 | 55 | 127 | 58 | 69 |
Profitability (%) | 56.0976 | 56.9106 | 55.2846 | 48.374 | 52.8455 | 43.9024 |
Ratio Avg Win / Avg Loss | 1.0575 | 1.4126 | 0.8276 | 0.7397 | 0.7305 | 0.7598 |
Largest Winning Trade | 60472 | 60472 | 58566 | 216561 | 150634 | 216561 |
Largest Losing Trade | -155181 | -41305 | -155181 | -234615 | -234615 | -207335 |
Avg Bars in Trades | 22 | 18 | 27 | 22 | 18 | 27 |
Avg Bars in Winners | 23 | 15 | 32 | 21 | 18 | 26 |
Avg Bars in Losers | 21 | 22 | 21 | 23 | 18 | 28 |
Bars Traded | 5618 | 2250 | 3368 | 5618 | 2250 | 3368 |
Profit Streak | 0 | 0 | 0 | 55.2969 | 60.6302 | 55.2969 |
Trades During Streak | 0 | 0 | 0 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388192 | 407570 | -382855 | -578249 | -578908 | -581695 |
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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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