Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394663.7959 | 269509.0562 | 125154.7397 | 186934.063 | 330551.6459 | -143617.5828 |
Total P&L (%) | 394.6638 | 269.5091 | 125.1547 | 186.9341 | 330.5516 | -143.6176 |
Avg Daily Profit (%) | 0.1659 | 0.1133 | 0.0526 | 0.0443 | 0.0614 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178544 | -100775 | -122121 | -1666742 | -872755 | -1145941 |
Profit Factor | 1.3284 | 1.4851 | 1.1937 | 1.0261 | 1.1036 | 0.9639 |
Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Winning Trades | 124 | 56 | 68 | 124 | 56 | 68 |
Losing Trades | 139 | 75 | 64 | 139 | 75 | 64 |
Profitability (%) | 47.1483 | 42.7481 | 51.5152 | 47.1483 | 42.7481 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.4891 | 1.9889 | 1.1235 | 1.1502 | 1.478 | 0.9072 |
Largest Winning Trade | 79194 | 79194 | 46226 | 501080 | 501080 | 252966 |
Largest Losing Trade | -39297 | -30550 | -39297 | -505841 | -430727 | -505841 |
Avg Bars in Trades | 18 | 18 | 17 | 18 | 18 | 17 |
Avg Bars in Winners | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Losers | 14 | 15 | 14 | 14 | 15 | 14 |
Bars Traded | 4738 | 2381 | 2357 | 4738 | 2381 | 2357 |
Profit Streak | 140.4647 | 181.9647 | 140.4647 | 140.4647 | 181.9647 | 140.4647 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327347 | -40791 | -129289 | -324056 | -218897 | -579936 |
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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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