Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482529.3504 | 446193.3486 | 36336.0018 | 216325.2408 | 220462.1443 | -4136.9036 |
Total P&L (%) | 482.5294 | 446.1933 | 36.336 | 216.3252 | 220.4621 | -4.1369 |
Avg Daily Profit (%) | 0.2585 | 0.239 | 0.0195 | 0.0617 | 0.0624 | -0.0023 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133925 | -111145 | -121513 | -1066786 | -809635 | -609993 |
Profit Factor | 1.4641 | 1.8459 | 1.0709 | 1.032 | 1.0658 | 0.9988 |
Total Trades | 273 | 137 | 136 | 273 | 137 | 136 |
Winning Trades | 113 | 50 | 63 | 113 | 50 | 63 |
Losing Trades | 160 | 87 | 73 | 160 | 87 | 73 |
Profitability (%) | 41.3919 | 36.4964 | 46.3235 | 41.3919 | 36.4964 | 46.3235 |
Ratio Avg Win / Avg Loss | 2.0731 | 3.2119 | 1.2409 | 1.4612 | 1.8544 | 1.1573 |
Largest Winning Trade | 253580 | 253580 | 39034 | 546713 | 546713 | 337220 |
Largest Losing Trade | -35871 | -23334 | -35871 | -411945 | -172212 | -411945 |
Avg Bars in Trades | 80 | 76 | 85 | 80 | 76 | 85 |
Avg Bars in Winners | 124 | 126 | 123 | 124 | 126 | 123 |
Avg Bars in Losers | 49 | 47 | 52 | 49 | 47 | 52 |
Bars Traded | 22056 | 10443 | 11613 | 22056 | 10443 | 11613 |
Profit Streak | 6.0495 | 6.0495 | 11.4661 | 6.0495 | 6.0495 | 11.4661 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344469 | 241630 | -312890 | -296631 | -261425 | -580102 |
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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) |
---|