Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550893.8099 | 332823.784 | 218070.026 | 355898.3358 | -652586.0867 | 1008484.4225 |
Total P&L (%) | 550.8938 | 332.8238 | 218.07 | 355.8983 | -652.5861 | 1008.4844 |
Avg Daily Profit (%) | 0.3021 | 0.1825 | 0.1196 | 0.0832 | 0 | 0.132 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103879 | -148650 | -61583 | -1033982 | -1428802 | -776335 |
Profit Factor | 1.5378 | 1.6037 | 1.461 | 1.0514 | 0.8315 | 1.3299 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 138 | 59 | 79 | 138 | 59 | 79 |
Losing Trades | 136 | 78 | 58 | 136 | 78 | 58 |
Profitability (%) | 50.365 | 43.0657 | 57.6642 | 50.365 | 43.0657 | 57.6642 |
Ratio Avg Win / Avg Loss | 1.5155 | 2.1202 | 1.0726 | 1.0361 | 1.0992 | 0.9764 |
Largest Winning Trade | 339503 | 339503 | 56402 | 504515 | 504515 | 319639 |
Largest Losing Trade | -54095 | -28690 | -54095 | -554561 | -267421 | -554561 |
Avg Bars in Trades | 19 | 18 | 21 | 19 | 18 | 21 |
Avg Bars in Winners | 22 | 21 | 23 | 22 | 21 | 23 |
Avg Bars in Losers | 16 | 15 | 17 | 16 | 15 | 17 |
Bars Traded | 5387 | 2495 | 2892 | 5387 | 2495 | 2892 |
Profit Streak | 8.8098 | 18.8098 | 8.8098 | 8.8098 | 18.8098 | 8.8098 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 539930 | 337316 | -29670 | -242427 | -580248 | -15163 |
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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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