Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522686.3899 | 339773.3815 | 182913.0084 | 414019.8754 | 1537578.0428 | -1123558.1674 |
Total P&L (%) | 522.6864 | 339.7734 | 182.913 | 414.0199 | 1537.578 | -1123.5582 |
Avg Daily Profit (%) | 0.2718 | 0.1767 | 0.0951 | 0.0852 | 0.1455 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134113 | -114545 | -117001 | -2255353 | -627237 | -2087021 |
Profit Factor | 1.6424 | 1.7751 | 1.4875 | 1.0706 | 1.6143 | 0.6659 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 114 | 50 | 64 | 114 | 50 | 64 |
Losing Trades | 59 | 36 | 23 | 59 | 36 | 23 |
Profitability (%) | 65.896 | 58.1395 | 73.5632 | 65.896 | 58.1395 | 73.5632 |
Ratio Avg Win / Avg Loss | 0.85 | 1.2781 | 0.5346 | 0.5541 | 1.1623 | 0.2393 |
Largest Winning Trade | 128222 | 128222 | 50352 | 977903 | 977903 | 359909 |
Largest Losing Trade | -80008 | -39263 | -80008 | -2020667 | -627237 | -2020667 |
Avg Bars in Trades | 65 | 66 | 64 | 65 | 66 | 64 |
Avg Bars in Winners | 56 | 53 | 58 | 56 | 53 | 58 |
Avg Bars in Losers | 81 | 83 | 78 | 81 | 83 | 78 |
Bars Traded | 11255 | 5680 | 5575 | 11255 | 5680 | 5575 |
Profit Streak | 24.1156 | 0 | 127.6156 | 24.1156 | 0 | 127.6156 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449826 | 374685 | -62056 | -220301 | 153962 | -576415 |
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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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