Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 521595.8597 | 523963.3834 | -2367.5237 | -46270.7615 | -129729.0693 | 83458.3079 |
Total P&L (%) | 521.5959 | 523.9634 | -2.3675 | -46.2708 | -129.7291 | 83.4583 |
Avg Daily Profit (%) | 0.2219 | 0.2229 | -0.001 | -0.0264 | 0 | 0.0258 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -219294 | -115798 | -196818 | -269826 | -263784 | -139572 |
Profit Factor | 1.3987 | 1.7815 | 0.9963 | 0.9672 | 0.8326 | 1.1309 |
Total Trades | 309 | 155 | 154 | 309 | 155 | 154 |
Winning Trades | 130 | 63 | 67 | 130 | 63 | 67 |
Losing Trades | 179 | 92 | 87 | 179 | 92 | 87 |
Profitability (%) | 42.0712 | 40.6452 | 43.5065 | 42.0712 | 40.6452 | 43.5065 |
Ratio Avg Win / Avg Loss | 1.9259 | 2.6016 | 1.2937 | 1.3318 | 1.2159 | 1.4684 |
Largest Winning Trade | 402022 | 402022 | 63548 | 102016 | 102016 | 86455 |
Largest Losing Trade | -65977 | -29334 | -65977 | -59746 | -42669 | -59746 |
Avg Bars in Trades | 44 | 33 | 56 | 44 | 33 | 56 |
Avg Bars in Winners | 75 | 47 | 101 | 75 | 47 | 101 |
Avg Bars in Losers | 22 | 23 | 21 | 22 | 23 | 21 |
Bars Traded | 13836 | 5157 | 8679 | 13836 | 5157 | 8679 |
Profit Streak | 0 | 0 | 8.8333 | 0 | 0 | 8.8333 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307987 | 296302 | -580716 | -580578 | -582492 | -236557 |
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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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