Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 726789.3972 | 624672.7607 | 102116.6365 | 144319.7224 | -104402.3617 | 248722.0841 |
Total P&L (%) | 726.7894 | 624.6728 | 102.1166 | 144.3197 | -104.4024 | 248.7221 |
Avg Daily Profit (%) | 0.4508 | 0.3875 | 0.0633 | 0.0554 | 0 | 0.0775 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152141 | -163564 | -41013 | -620892 | -721452 | -187176 |
Profit Factor | 1.7409 | 1.9837 | 1.2952 | 1.0407 | 0.9546 | 1.1992 |
Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
Winning Trades | 90 | 37 | 53 | 90 | 37 | 53 |
Losing Trades | 157 | 87 | 70 | 157 | 87 | 70 |
Profitability (%) | 36.4372 | 29.8387 | 43.0894 | 36.4372 | 29.8387 | 43.0894 |
Ratio Avg Win / Avg Loss | 3.0369 | 4.6643 | 1.7107 | 1.8154 | 2.2447 | 1.5838 |
Largest Winning Trade | 494325 | 494325 | 31462 | 501085 | 501085 | 178330 |
Largest Losing Trade | -33795 | -33795 | -14662 | -163026 | -163026 | -80649 |
Avg Bars in Trades | 77 | 101 | 53 | 77 | 101 | 53 |
Avg Bars in Winners | 130 | 198 | 82 | 130 | 198 | 82 |
Avg Bars in Losers | 47 | 60 | 31 | 47 | 60 | 31 |
Bars Traded | 19155 | 12590 | 6565 | 19155 | 12590 | 6565 |
Profit Streak | 0 | 0 | 22.2956 | 0 | 0 | 22.2956 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341980 | 169020 | -109556 | -297592 | -586713 | -92172 |
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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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