Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 457613.4097 | 299024.8502 | 158588.5595 | 516959.9559 | -195380.6734 | 712340.6293 |
Total P&L (%) | 457.6134 | 299.0249 | 158.5886 | 516.96 | -195.3807 | 712.3406 |
Avg Daily Profit (%) | 0.2367 | 0.1547 | 0.082 | 0.0942 | 0 | 0.1084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153999 | -122971 | -103862 | -2151979 | -1554569 | -1463304 |
Profit Factor | 1.3838 | 1.508 | 1.2627 | 1.0508 | 0.9624 | 1.1428 |
Total Trades | 354 | 177 | 177 | 354 | 177 | 177 |
Winning Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Losing Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Profitability (%) | 45.7627 | 45.7627 | 45.7627 | 45.7627 | 45.7627 | 45.7627 |
Ratio Avg Win / Avg Loss | 1.6401 | 1.7873 | 1.4965 | 1.2454 | 1.1406 | 1.3544 |
Largest Winning Trade | 121587 | 121587 | 39489 | 651835 | 482982 | 651835 |
Largest Losing Trade | -35404 | -22485 | -35404 | -682961 | -562258 | -682961 |
Avg Bars in Trades | 10 | 12 | 9 | 10 | 12 | 9 |
Avg Bars in Winners | 14 | 16 | 12 | 14 | 16 | 12 |
Avg Bars in Losers | 7 | 8 | 6 | 7 | 8 | 6 |
Bars Traded | 3836 | 2204 | 1632 | 3836 | 2204 | 1632 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364404 | 313240 | -84587 | -231040 | -580109 | -112291 |
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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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