Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 551383.326 | 489130.8165 | 62252.5095 | 20991.4894 | 140914.2206 | -119922.7312 |
Total P&L (%) | 551.3833 | 489.1308 | 62.2525 | 20.9915 | 140.9142 | -119.9227 |
Avg Daily Profit (%) | 0.3426 | 0.304 | 0.0387 | 0.0118 | 0.0547 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156900 | -149070 | -145316 | -262904 | -166636 | -209735 |
Profit Factor | 1.4823 | 1.8563 | 1.1088 | 1.0186 | 1.277 | 0.8064 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 80 | 32 | 48 | 80 | 32 | 48 |
Losing Trades | 131 | 73 | 58 | 131 | 73 | 58 |
Profitability (%) | 37.9147 | 30.4762 | 45.283 | 37.9147 | 30.4762 | 45.283 |
Ratio Avg Win / Avg Loss | 2.4273 | 4.2348 | 1.3398 | 1.668 | 2.9131 | 0.9744 |
Largest Winning Trade | 349927 | 349927 | 35352 | 172901 | 172901 | 42295 |
Largest Losing Trade | -61281 | -30384 | -61281 | -131491 | -56485 | -131491 |
Avg Bars in Trades | 29 | 29 | 29 | 29 | 29 | 29 |
Avg Bars in Winners | 51 | 57 | 46 | 51 | 57 | 46 |
Avg Bars in Losers | 16 | 17 | 15 | 16 | 17 | 15 |
Bars Traded | 6291 | 3139 | 3152 | 6291 | 3139 | 3152 |
Profit Streak | 20.7542 | 0 | 21.2542 | 20.7542 | 0 | 21.2542 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316838 | 159953 | -243844 | -384958 | -126470 | -582055 |
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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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