Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 611956.76 | 602373.4507 | 9583.3093 | 47373.1611 | 859377.2178 | -812004.0567 |
Total P&L (%) | 611.9568 | 602.3735 | 9.5833 | 47.3732 | 859.3772 | -812.0041 |
Avg Daily Profit (%) | 0.2564 | 0.2524 | 0.004 | 0.0163 | 0.0948 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190426 | -160211 | -164122 | -1044559 | -654146 | -944725 |
Profit Factor | 1.5246 | 2.0494 | 1.0162 | 1.0134 | 1.4964 | 0.5492 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 86 | 46 | 40 | 86 | 46 | 40 |
Profitability (%) | 41.8919 | 37.8378 | 45.9459 | 41.8919 | 37.8378 | 45.9459 |
Ratio Avg Win / Avg Loss | 2.1147 | 3.3669 | 1.1955 | 1.4057 | 2.4584 | 0.6461 |
Largest Winning Trade | 194953 | 194953 | 65655 | 707008 | 707008 | 116149 |
Largest Losing Trade | -43842 | -43842 | -37193 | -340149 | -340149 | -251855 |
Avg Bars in Trades | 63 | 58 | 67 | 63 | 58 | 67 |
Avg Bars in Winners | 102 | 100 | 103 | 102 | 100 | 103 |
Avg Bars in Losers | 34 | 32 | 37 | 34 | 32 | 37 |
Bars Traded | 9333 | 4317 | 5016 | 9333 | 4317 | 5016 |
Profit Streak | 15.7027 | 0 | 25.7027 | 15.7027 | 0 | 25.7027 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320614 | -56806 | -621459 | -380661 | -132794 | -646270 |
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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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