Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376842.5811 | 341409.4705 | 35433.1106 | 140877.6863 | 30062.9964 | 110814.6898 |
Total P&L (%) | 376.8426 | 341.4095 | 35.4331 | 140.8777 | 30.063 | 110.8147 |
Avg Daily Profit (%) | 0.1809 | 0.1639 | 0.017 | 0.0422 | 0.0126 | 0.0358 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182439 | -83835 | -208790 | -318858 | -170454 | -182369 |
Profit Factor | 1.5243 | 2.0448 | 1.0904 | 1.1048 | 1.0478 | 1.1548 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Profitability (%) | 43.7037 | 40.2985 | 47.0588 | 43.7037 | 40.2985 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.9635 | 3.0293 | 1.2267 | 1.4231 | 1.5524 | 1.2991 |
Largest Winning Trade | 212193 | 212193 | 63289 | 151187 | 151187 | 130028 |
Largest Losing Trade | -49140 | -31912 | -49140 | -102144 | -63337 | -102144 |
Avg Bars in Trades | 182 | 175 | 189 | 182 | 175 | 189 |
Avg Bars in Winners | 267 | 276 | 259 | 267 | 276 | 259 |
Avg Bars in Losers | 116 | 107 | 127 | 116 | 107 | 127 |
Bars Traded | 24650 | 11755 | 12895 | 24650 | 11755 | 12895 |
Profit Streak | 18.8634 | 0 | 28.1967 | 18.8634 | 0 | 28.1967 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305741 | -109531 | -403912 | -243314 | -466603 | -305411 |
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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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