Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380401.1253 | 288606.2724 | 91794.8529 | 2684.9567 | 126293.3419 | -123608.3852 |
Total P&L (%) | 380.4011 | 288.6063 | 91.7949 | 2.685 | 126.2933 | -123.6084 |
Avg Daily Profit (%) | 0.2575 | 0.1954 | 0.0621 | 0.0018 | 0.0553 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117110 | -147160 | -136972 | -282916 | -262293 | -219636 |
Profit Factor | 1.2542 | 1.4303 | 1.1112 | 1.0016 | 1.1651 | 0.8664 |
Total Trades | 348 | 174 | 174 | 348 | 174 | 174 |
Winning Trades | 152 | 71 | 81 | 152 | 71 | 81 |
Losing Trades | 196 | 103 | 93 | 196 | 103 | 93 |
Profitability (%) | 43.6782 | 40.8046 | 46.5517 | 43.6782 | 40.8046 | 46.5517 |
Ratio Avg Win / Avg Loss | 1.6173 | 2.075 | 1.2758 | 1.2915 | 1.6902 | 0.9948 |
Largest Winning Trade | 138505 | 138505 | 37891 | 113963 | 113963 | 39060 |
Largest Losing Trade | -54905 | -20494 | -54905 | -89458 | -60162 | -89458 |
Avg Bars in Trades | 12 | 11 | 14 | 12 | 11 | 14 |
Avg Bars in Winners | 17 | 15 | 20 | 17 | 15 | 20 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 4421 | 1979 | 2441 | 4421 | 1979 | 2441 |
Profit Streak | 9.2372 | 0 | 23.9038 | 9.2372 | 0 | 23.9038 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336002 | 238697 | -207870 | -574668 | -159820 | -580453 |
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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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