Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439982.8965 | 165786.0145 | 274196.8821 | 855730.0363 | 68596.0954 | 787133.9409 |
Total P&L (%) | 439.9829 | 165.786 | 274.1969 | 855.73 | 68.5961 | 787.1339 |
Avg Daily Profit (%) | 0.2956 | 0.1114 | 0.1842 | 0.1518 | 0.0351 | 0.1468 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106880 | -85120 | -72693 | -982194 | -824359 | -604305 |
Profit Factor | 1.4903 | 1.3828 | 1.5904 | 1.1618 | 1.0266 | 1.2906 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 147 | 72 | 75 | 147 | 72 | 75 |
Losing Trades | 99 | 51 | 48 | 99 | 51 | 48 |
Profitability (%) | 59.7561 | 58.5366 | 60.9756 | 59.7561 | 58.5366 | 60.9756 |
Ratio Avg Win / Avg Loss | 1.0036 | 0.9795 | 1.0179 | 0.7824 | 0.7272 | 0.826 |
Largest Winning Trade | 42952 | 40507 | 42952 | 280888 | 185539 | 280888 |
Largest Losing Trade | -52765 | -31779 | -52765 | -469026 | -381209 | -469026 |
Avg Bars in Trades | 34 | 26 | 42 | 34 | 26 | 42 |
Avg Bars in Winners | 30 | 21 | 38 | 30 | 21 | 38 |
Avg Bars in Losers | 41 | 34 | 49 | 41 | 34 | 49 |
Bars Traded | 8571 | 3294 | 5277 | 8571 | 3294 | 5277 |
Profit Streak | 17.1361 | 27.8028 | 17.1361 | 17.1361 | 27.8028 | 17.1361 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493749 | -42739 | 399966 | -32593 | -336441 | 123438 |
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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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