Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 541316.3808 | 465343.3694 | 75973.0115 | 44106.9288 | -71897.1874 | 116004.1163 |
Total P&L (%) | 541.3164 | 465.3434 | 75.973 | 44.1069 | -71.8972 | 116.0041 |
Avg Daily Profit (%) | 0.2904 | 0.2496 | 0.0408 | 0.0196 | -0.0681 | 0.0413 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212420 | -188160 | -50441 | -529765 | -567901 | -138466 |
Profit Factor | 1.3349 | 1.3772 | 1.1986 | 1.0191 | 0.9595 | 1.2186 |
Total Trades | 389 | 194 | 195 | 389 | 194 | 195 |
Winning Trades | 154 | 64 | 90 | 154 | 64 | 90 |
Losing Trades | 235 | 130 | 105 | 235 | 130 | 105 |
Profitability (%) | 39.5887 | 32.9897 | 46.1538 | 39.5887 | 32.9897 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.0371 | 2.7975 | 1.3983 | 1.5552 | 1.9489 | 1.4217 |
Largest Winning Trade | 170638 | 170638 | 24331 | 169031 | 169031 | 73219 |
Largest Losing Trade | -36978 | -36978 | -17576 | -105230 | -105230 | -39438 |
Avg Bars in Trades | 9 | 17 | 1 | 9 | 17 | 1 |
Avg Bars in Winners | 13 | 30 | 2 | 13 | 30 | 2 |
Avg Bars in Losers | 6 | 10 | 1 | 6 | 10 | 1 |
Bars Traded | 3692 | 3354 | 338 | 3692 | 3354 | 338 |
Profit Streak | 11.8072 | 0 | 31.8072 | 11.8072 | 0 | 31.8072 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327886 | 138069 | -140329 | -367995 | -583877 | -137875 |
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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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