Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 599978.5397 | 541453.0573 | 58525.4824 | -73261.1408 | 105665.8341 | -178926.9749 |
Total P&L (%) | 599.9785 | 541.4531 | 58.5255 | -73.2611 | 105.6658 | -178.927 |
Avg Daily Profit (%) | 0.3215 | 0.2902 | 0.0314 | -0.0707 | 0.0387 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158999 | -90080 | -134569 | -204469 | -41566 | -212915 |
Profit Factor | 1.4314 | 1.8472 | 1.0779 | 0.8794 | 1.5307 | 0.5618 |
Total Trades | 259 | 130 | 129 | 259 | 130 | 129 |
Winning Trades | 139 | 64 | 75 | 139 | 64 | 75 |
Losing Trades | 120 | 66 | 54 | 120 | 66 | 54 |
Profitability (%) | 53.668 | 49.2308 | 58.1395 | 53.668 | 49.2308 | 58.1395 |
Ratio Avg Win / Avg Loss | 1.2358 | 1.9049 | 0.7761 | 0.7592 | 1.5785 | 0.4045 |
Largest Winning Trade | 255116 | 255116 | 51819 | 82350 | 82350 | 19930 |
Largest Losing Trade | -91860 | -56414 | -91860 | -96090 | -35772 | -96090 |
Avg Bars in Trades | 20 | 22 | 19 | 20 | 22 | 19 |
Avg Bars in Winners | 18 | 22 | 15 | 18 | 22 | 15 |
Avg Bars in Losers | 23 | 22 | 24 | 23 | 22 | 24 |
Bars Traded | 5406 | 2907 | 2499 | 5406 | 2907 | 2499 |
Profit Streak | 28.4424 | 29.4424 | 28.4424 | 28.4424 | 29.4424 | 28.4424 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487324 | 471166 | -286624 | -577204 | -137892 | -579116 |
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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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