Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 526976.5196 | 242336.5331 | 284639.9865 | 553213.8811 | -110085.7085 | 663299.5896 |
Total P&L (%) | 526.9765 | 242.3365 | 284.64 | 553.2139 | -110.0857 | 663.2996 |
Avg Daily Profit (%) | 0.3185 | 0.1465 | 0.172 | 0.1135 | 0 | 0.1229 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176826 | -120775 | -97119 | -6098052 | -5334643 | -2268444 |
Profit Factor | 1.4009 | 1.359 | 1.4451 | 1.0209 | 0.9923 | 1.0546 |
Total Trades | 316 | 158 | 158 | 316 | 158 | 158 |
Winning Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Losing Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Profitability (%) | 54.7468 | 55.0633 | 54.4304 | 54.7468 | 55.0633 | 54.4304 |
Ratio Avg Win / Avg Loss | 1.1579 | 1.1091 | 1.2098 | 0.8439 | 0.8098 | 0.883 |
Largest Winning Trade | 129394 | 129394 | 53192 | 2047217 | 2047217 | 948415 |
Largest Losing Trade | -51735 | -39523 | -51735 | -2082120 | -2082120 | -1254529 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 6412 | 3204 | 3208 | 6412 | 3204 | 3208 |
Profit Streak | 9.3143 | 0 | 14.3143 | 9.3143 | 0 | 14.3143 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466672 | 149014 | 362520 | -237043 | -579571 | -188857 |
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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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