Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439650.279 | 158766.2902 | 280883.9887 | 1025007.3191 | 338442.4243 | 686564.8947 |
Total P&L (%) | 439.6503 | 158.7663 | 280.884 | 1025.0073 | 338.4424 | 686.5649 |
Avg Daily Profit (%) | 0.34 | 0.1228 | 0.2172 | 0.1874 | 0.1144 | 0.1596 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95433 | -87112 | -65670 | -490398 | -439792 | -231384 |
Profit Factor | 1.4539 | 1.3063 | 1.624 | 1.3242 | 1.2034 | 1.4583 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 151 | 71 | 80 | 151 | 71 | 80 |
Losing Trades | 129 | 69 | 60 | 129 | 69 | 60 |
Profitability (%) | 53.9286 | 50.7143 | 57.1429 | 53.9286 | 50.7143 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.2421 | 1.2695 | 1.218 | 1.1313 | 1.1695 | 1.0937 |
Largest Winning Trade | 105527 | 105527 | 33448 | 243060 | 243060 | 135946 |
Largest Losing Trade | -39948 | -39948 | -28992 | -157132 | -157132 | -155303 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 3846 | 1919 | 1927 | 3846 | 1919 | 1927 |
Profit Streak | 5.8241 | 0 | 10.4908 | 5.8241 | 0 | 10.4908 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460605 | -28778 | 410558 | 400087 | -40621 | 374993 |
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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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