Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 555056.8483 | 333902.7455 | 221154.1028 | 878741.5809 | -237688.9984 | 1116430.5793 |
Total P&L (%) | 555.0568 | 333.9027 | 221.1541 | 878.7416 | -237.689 | 1116.4306 |
Avg Daily Profit (%) | 0.2908 | 0.175 | 0.1159 | 0.1196 | 0 | 0.131 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156992 | -94259 | -97688 | -5566897 | -2544212 | -3910500 |
Profit Factor | 1.5044 | 1.5808 | 1.4208 | 1.0308 | 0.9838 | 1.0806 |
Total Trades | 253 | 127 | 126 | 253 | 127 | 126 |
Winning Trades | 99 | 45 | 54 | 99 | 45 | 54 |
Losing Trades | 154 | 82 | 72 | 154 | 82 | 72 |
Profitability (%) | 39.1304 | 35.4331 | 42.8571 | 39.1304 | 35.4331 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.3402 | 2.8805 | 1.8945 | 1.6034 | 1.7928 | 1.4408 |
Largest Winning Trade | 149259 | 149259 | 57672 | 2570836 | 2570836 | 982509 |
Largest Losing Trade | -27917 | -27917 | -26385 | -1244564 | -1033230 | -1244564 |
Avg Bars in Trades | 89 | 99 | 80 | 89 | 99 | 80 |
Avg Bars in Winners | 145 | 166 | 127 | 145 | 166 | 127 |
Avg Bars in Losers | 54 | 62 | 44 | 54 | 62 | 44 |
Bars Traded | 22725 | 12620 | 10105 | 22725 | 12620 | 10105 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300774 | 159686 | -39359 | -221387 | -583882 | -152544 |
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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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