Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387772.3112 | 349614.8968 | 38157.4144 | 26576.3113 | 111224.998 | -84648.6867 |
Total P&L (%) | 387.7723 | 349.6149 | 38.1574 | 26.5763 | 111.225 | -84.6487 |
Avg Daily Profit (%) | 0.1696 | 0.1529 | 0.0167 | 0.0103 | 0.0327 | -0.0819 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157156 | -179362 | -107897 | -773907 | -722106 | -340478 |
Profit Factor | 1.3625 | 1.6382 | 1.0731 | 1.0091 | 1.0746 | 0.9413 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 132 | 61 | 71 | 132 | 61 | 71 |
Losing Trades | 122 | 66 | 56 | 122 | 66 | 56 |
Profitability (%) | 51.9685 | 48.0315 | 55.9055 | 51.9685 | 48.0315 | 55.9055 |
Ratio Avg Win / Avg Loss | 1.2592 | 1.7725 | 0.8464 | 0.9326 | 1.1627 | 0.7424 |
Largest Winning Trade | 161473 | 161473 | 38548 | 422456 | 422456 | 156827 |
Largest Losing Trade | -47646 | -47646 | -38748 | -235456 | -171343 | -235456 |
Avg Bars in Trades | 17 | 20 | 14 | 17 | 20 | 14 |
Avg Bars in Winners | 20 | 23 | 16 | 20 | 23 | 16 |
Avg Bars in Losers | 14 | 16 | 11 | 14 | 16 | 11 |
Bars Traded | 4419 | 2563 | 1856 | 4419 | 2563 | 1856 |
Profit Streak | 7.3069 | 20.3069 | 0 | 7.3069 | 20.3069 | 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 | 373286 | 366114 | -313915 | -392161 | -287782 | -579951 |
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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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