Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 530409.8736 | 278609.604 | 251800.2697 | 1140476.5684 | -259876.7467 | 1400353.3151 |
Total P&L (%) | 530.4099 | 278.6096 | 251.8003 | 1140.4766 | -259.8767 | 1400.3533 |
Avg Daily Profit (%) | 0.2924 | 0.1536 | 0.1388 | 0.1389 | 0 | 0.1494 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92520 | -94325 | -92857 | -2072054 | -1365133 | -1848220 |
Profit Factor | 1.6078 | 1.592 | 1.6262 | 1.1035 | 0.9557 | 1.2721 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 97 | 39 | 58 | 97 | 39 | 58 |
Losing Trades | 126 | 72 | 54 | 126 | 72 | 54 |
Profitability (%) | 43.4978 | 35.1351 | 51.7857 | 43.4978 | 35.1351 | 51.7857 |
Ratio Avg Win / Avg Loss | 2.0884 | 2.9391 | 1.514 | 1.4335 | 1.7644 | 1.1844 |
Largest Winning Trade | 91070 | 91070 | 51703 | 654250 | 654250 | 476746 |
Largest Losing Trade | -58396 | -30607 | -58396 | -682978 | -411398 | -682978 |
Avg Bars in Trades | 96 | 105 | 87 | 96 | 105 | 87 |
Avg Bars in Winners | 130 | 153 | 114 | 130 | 153 | 114 |
Avg Bars in Losers | 70 | 79 | 57 | 70 | 79 | 57 |
Bars Traded | 21504 | 11733 | 9771 | 21504 | 11733 | 9771 |
Profit Streak | 40.1303 | 40.1303 | 40.3803 | 40.1303 | 40.1303 | 40.3803 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429701 | 169635 | -3703 | -113768 | -583491 | 276569 |
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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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