Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506978.5353 | 429299.2231 | 77679.3122 | 431232.3297 | 533852.5903 | -102620.2606 |
Total P&L (%) | 506.9785 | 429.2992 | 77.6793 | 431.2323 | 533.8526 | -102.6203 |
Avg Daily Profit (%) | 0.3133 | 0.2653 | 0.048 | 0.1033 | 0.1142 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186596 | -172230 | -122674 | -953320 | -753116 | -691543 |
Profit Factor | 1.4489 | 1.8004 | 1.131 | 1.0962 | 1.2474 | 0.9559 |
Total Trades | 299 | 150 | 149 | 299 | 150 | 149 |
Winning Trades | 131 | 63 | 68 | 131 | 63 | 68 |
Losing Trades | 168 | 87 | 81 | 168 | 87 | 81 |
Profitability (%) | 43.8127 | 42 | 45.6376 | 43.8127 | 42 | 45.6376 |
Ratio Avg Win / Avg Loss | 1.8581 | 2.4863 | 1.3472 | 1.4058 | 1.7226 | 1.1386 |
Largest Winning Trade | 192159 | 192159 | 50708 | 302016 | 302016 | 255709 |
Largest Losing Trade | -34868 | -20885 | -34868 | -208357 | -173805 | -208357 |
Avg Bars in Trades | 63 | 60 | 66 | 63 | 60 | 66 |
Avg Bars in Winners | 92 | 86 | 96 | 92 | 86 | 96 |
Avg Bars in Losers | 41 | 41 | 41 | 41 | 41 | 41 |
Bars Traded | 19028 | 9086 | 9942 | 19028 | 9086 | 9942 |
Profit Streak | 495.5055 | 502.9222 | 0 | 495.5055 | 502.9222 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390714 | 334734 | -207103 | -170090 | -41549 | -580967 |
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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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