Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377988.4831 | 235123.3435 | 142865.1396 | 1331460.6021 | 1335612.5016 | -4151.8994 |
Total P&L (%) | 377.9885 | 235.1233 | 142.8651 | 1331.4606 | 1335.6125 | -4.1519 |
Avg Daily Profit (%) | 0.3629 | 0.2257 | 0.1372 | 0.2558 | 0.2561 | -0.0041 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81739 | -38962 | -64614 | -2077696 | -817570 | -1749759 |
Profit Factor | 1.9532 | 2.2347 | 1.6931 | 1.2982 | 1.7123 | 0.9984 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Losing Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Profitability (%) | 45.0331 | 46.0526 | 44 | 45.0331 | 46.0526 | 44 |
Ratio Avg Win / Avg Loss | 2.3841 | 2.6178 | 2.1549 | 1.5846 | 2.0059 | 1.2707 |
Largest Winning Trade | 78109 | 78109 | 48049 | 867023 | 867023 | 586775 |
Largest Losing Trade | -21694 | -21694 | -16667 | -612113 | -612113 | -564311 |
Avg Bars in Trades | 163 | 151 | 175 | 163 | 151 | 175 |
Avg Bars in Winners | 255 | 233 | 277 | 255 | 233 | 277 |
Avg Bars in Losers | 87 | 80 | 94 | 87 | 80 | 94 |
Bars Traded | 24635 | 11479 | 13156 | 24635 | 11479 | 13156 |
Profit Streak | 10.7693 | 33.7693 | 0 | 10.7693 | 33.7693 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440241 | -37905 | -66023 | 331371 | -38236 | -638402 |
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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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