Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 633692.7827 | 465629.2582 | 168063.5245 | 338436.5721 | 497349.762 | -158913.1899 |
Total P&L (%) | 633.6928 | 465.6293 | 168.0635 | 338.4366 | 497.3498 | -158.9132 |
Avg Daily Profit (%) | 0.429 | 0.3152 | 0.1138 | 0.1001 | 0.1211 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -238418 | -134860 | -139311 | -7364023 | -3682896 | -4727806 |
Profit Factor | 1.5128 | 1.71 | 1.2898 | 1.0131 | 1.0384 | 0.9876 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 108 | 44 | 64 | 108 | 44 | 64 |
Losing Trades | 148 | 84 | 64 | 148 | 84 | 64 |
Profitability (%) | 42.1875 | 34.375 | 50 | 42.1875 | 34.375 | 50 |
Ratio Avg Win / Avg Loss | 2.073 | 3.2645 | 1.2898 | 1.3884 | 1.9825 | 0.9876 |
Largest Winning Trade | 336514 | 336514 | 38338 | 1606013 | 1606013 | 937683 |
Largest Losing Trade | -45602 | -38129 | -45602 | -1585224 | -1585224 | -1236132 |
Avg Bars in Trades | 68 | 72 | 64 | 68 | 72 | 64 |
Avg Bars in Winners | 93 | 103 | 86 | 93 | 103 | 86 |
Avg Bars in Losers | 50 | 56 | 42 | 50 | 56 | 42 |
Bars Traded | 17497 | 9268 | 8229 | 17497 | 9268 | 8229 |
Profit Streak | 7.4521 | 0 | 10.3688 | 7.4521 | 0 | 10.3688 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412938 | 199991 | -40653 | -266448 | -214813 | -580337 |
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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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