Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346064.8948 | 340706.5804 | 5358.3144 | -39531.3477 | 442025.2219 | -481556.5696 |
Total P&L (%) | 346.0649 | 340.7066 | 5.3583 | -39.5313 | 442.0252 | -481.5566 |
Avg Daily Profit (%) | 0.2139 | 0.2106 | 0.0033 | -0.0311 | 0.1045 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -219405 | -222108 | -120405 | -1037995 | -754773 | -980407 |
Profit Factor | 1.299 | 1.5852 | 1.0093 | 0.9913 | 1.2072 | 0.7992 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Losing Trades | 126 | 62 | 64 | 126 | 62 | 64 |
Profitability (%) | 42.7273 | 43.6364 | 41.8182 | 42.7273 | 43.6364 | 41.8182 |
Ratio Avg Win / Avg Loss | 1.7413 | 2.0476 | 1.4043 | 1.3287 | 1.5593 | 1.112 |
Largest Winning Trade | 194193 | 194193 | 50135 | 457026 | 457026 | 231257 |
Largest Losing Trade | -52257 | -38440 | -52257 | -396813 | -331886 | -396813 |
Avg Bars in Trades | 86 | 91 | 82 | 86 | 91 | 82 |
Avg Bars in Winners | 105 | 103 | 108 | 105 | 103 | 108 |
Avg Bars in Losers | 72 | 82 | 63 | 72 | 82 | 63 |
Bars Traded | 19104 | 10047 | 9057 | 19104 | 10047 | 9057 |
Profit Streak | 510.1372 | 517.5539 | 510.1372 | 510.1372 | 517.5539 | 510.1372 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 295632 | 305902 | -567304 | -579828 | -54979 | -581970 |
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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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