Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 632167.0874 | 465580.8084 | 166586.279 | 1437542.5862 | 770073.8892 | 667468.697 |
Total P&L (%) | 632.1671 | 465.5808 | 166.5863 | 1437.5426 | 770.0739 | 667.4687 |
Avg Daily Profit (%) | 0.3323 | 0.2447 | 0.0876 | 0.1438 | 0.1138 | 0.1072 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140148 | -150102 | -132469 | -782134 | -1091255 | -700779 |
Profit Factor | 1.6982 | 1.9921 | 1.3819 | 1.3038 | 1.2978 | 1.3109 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 109 | 57 | 52 | 109 | 57 | 52 |
Profitability (%) | 38.4181 | 35.9551 | 40.9091 | 38.4181 | 35.9551 | 40.9091 |
Ratio Avg Win / Avg Loss | 2.7221 | 3.5485 | 1.9961 | 2.0899 | 2.3118 | 1.8935 |
Largest Winning Trade | 237890 | 237890 | 48388 | 705616 | 705616 | 422394 |
Largest Losing Trade | -31281 | -19381 | -31281 | -255656 | -183660 | -255656 |
Avg Bars in Trades | 31 | 28 | 34 | 31 | 28 | 34 |
Avg Bars in Winners | 55 | 51 | 59 | 55 | 51 | 59 |
Avg Bars in Losers | 16 | 15 | 16 | 16 | 15 | 16 |
Bars Traded | 5567 | 2555 | 3012 | 5567 | 2555 | 3012 |
Profit Streak | 507.7043 | 512.0376 | 0 | 507.7043 | 512.0376 | 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 | 338164 | 247398 | -78205 | -2488 | -44405 | -52068 |
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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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