Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 716791.623 | 619045.1577 | 97746.4653 | 214794.8864 | 106027.4419 | 108767.4444 |
Total P&L (%) | 716.7916 | 619.0452 | 97.7465 | 214.7949 | 106.0274 | 108.7674 |
Avg Daily Profit (%) | 0.3823 | 0.3302 | 0.0521 | 0.0612 | 0.0386 | 0.0393 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107002 | -80645 | -128385 | -238175 | -178759 | -129714 |
Profit Factor | 1.6771 | 2.0826 | 1.2008 | 1.1784 | 1.1393 | 1.2457 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 69 | 30 | 39 | 69 | 30 | 39 |
Losing Trades | 79 | 44 | 35 | 79 | 44 | 35 |
Profitability (%) | 46.6216 | 40.5405 | 52.7027 | 46.6216 | 40.5405 | 52.7027 |
Ratio Avg Win / Avg Loss | 1.9201 | 3.0545 | 1.0776 | 1.3492 | 1.671 | 1.1179 |
Largest Winning Trade | 335224 | 335224 | 53996 | 246529 | 246529 | 55686 |
Largest Losing Trade | -64914 | -59316 | -64914 | -59316 | -59316 | -53535 |
Avg Bars in Trades | 149 | 158 | 139 | 149 | 158 | 139 |
Avg Bars in Winners | 201 | 238 | 172 | 201 | 238 | 172 |
Avg Bars in Losers | 103 | 104 | 102 | 103 | 104 | 102 |
Bars Traded | 22052 | 11740 | 10313 | 22052 | 11740 | 10313 |
Profit Streak | 45.4254 | 45.4254 | 104.8421 | 45.4254 | 45.4254 | 104.8421 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477714 | -54470 | -186535 | -134988 | -275138 | -203416 |
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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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