Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 421934.2358 | 276270.4079 | 145663.8279 | 516585.8932 | 544951.3653 | -28365.4721 |
Total P&L (%) | 421.9342 | 276.2704 | 145.6638 | 516.5859 | 544.9514 | -28.3655 |
Avg Daily Profit (%) | 0.2511 | 0.1644 | 0.0867 | 0.1083 | 0.111 | -0.0198 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128063 | -122273 | -95521 | -650112 | -272422 | -475292 |
Profit Factor | 1.355 | 1.4731 | 1.2409 | 1.3037 | 1.7123 | 0.9697 |
Total Trades | 389 | 195 | 194 | 389 | 195 | 194 |
Winning Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Losing Trades | 232 | 117 | 115 | 232 | 117 | 115 |
Profitability (%) | 40.3599 | 40 | 40.7216 | 40.3599 | 40 | 40.7216 |
Ratio Avg Win / Avg Loss | 2.0023 | 2.2097 | 1.8064 | 1.9265 | 2.5684 | 1.4116 |
Largest Winning Trade | 112097 | 112097 | 45786 | 255061 | 255061 | 228035 |
Largest Losing Trade | -26033 | -18281 | -26033 | -87577 | -75347 | -87577 |
Avg Bars in Trades | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Winners | 19 | 18 | 21 | 19 | 18 | 21 |
Avg Bars in Losers | 8 | 7 | 8 | 8 | 7 | 8 |
Bars Traded | 4998 | 2356 | 2642 | 4998 | 2356 | 2642 |
Profit Streak | 20.136 | 22.4693 | 20.136 | 20.136 | 22.4693 | 20.136 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346332 | 268767 | -78727 | -46752 | -43288 | -581426 |
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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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