Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 424220.1714 | 96056.3483 | 328163.8232 | 58223.5069 | -278558.9119 | 336782.4188 |
Total P&L (%) | 424.2202 | 96.0563 | 328.1638 | 58.2235 | -278.5589 | 336.7824 |
Avg Daily Profit (%) | 0.2842 | 0.0644 | 0.2199 | 0.0307 | 0 | 0.0988 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133754 | -50536 | -136569 | -1474302 | -663910 | -1378311 |
Profit Factor | 1.9797 | 1.757 | 2.072 | 1.022 | 0.6918 | 1.1929 |
Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Winning Trades | 179 | 82 | 97 | 179 | 82 | 97 |
Losing Trades | 36 | 26 | 10 | 36 | 26 | 10 |
Profitability (%) | 83.2558 | 75.9259 | 90.6542 | 83.2558 | 75.9259 | 90.6542 |
Ratio Avg Win / Avg Loss | 0.3982 | 0.5571 | 0.2136 | 0.2055 | 0.2194 | 0.123 |
Largest Winning Trade | 25156 | 11254 | 25156 | 200703 | 69828 | 200703 |
Largest Losing Trade | -95870 | -28213 | -95870 | -942287 | -413988 | -942287 |
Avg Bars in Trades | 37 | 8 | 66 | 37 | 8 | 66 |
Avg Bars in Winners | 22 | 5 | 36 | 22 | 5 | 36 |
Avg Bars in Losers | 111 | 20 | 349 | 111 | 20 | 349 |
Bars Traded | 8012 | 945 | 7067 | 8012 | 945 | 7067 |
Profit Streak | 241.4586 | 241.4586 | 294.792 | 241.4586 | 241.4586 | 294.792 |
Trades During Streak | 22 | 11 | 23 | 22 | 11 | 23 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 589994 | -101255 | 561217 | -343554 | -575592 | -64425 |
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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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