Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346676.4538 | 250856.2607 | 95820.193 | 352153.2895 | 284406.697 | 67746.5925 |
Total P&L (%) | 346.6765 | 250.8563 | 95.8202 | 352.1533 | 284.4067 | 67.7466 |
Avg Daily Profit (%) | 0.3328 | 0.2408 | 0.092 | 0.145 | 0.1294 | 0.0497 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102800 | -94956 | -55105 | -772041 | -688601 | -484942 |
Profit Factor | 1.3793 | 1.5607 | 1.2054 | 1.0784 | 1.131 | 1.0292 |
Total Trades | 326 | 163 | 163 | 326 | 163 | 163 |
Winning Trades | 132 | 61 | 71 | 132 | 61 | 71 |
Losing Trades | 194 | 102 | 92 | 194 | 102 | 92 |
Profitability (%) | 40.4908 | 37.4233 | 43.5583 | 40.4908 | 37.4233 | 43.5583 |
Ratio Avg Win / Avg Loss | 2.0272 | 2.6097 | 1.5619 | 1.5849 | 1.8911 | 1.3336 |
Largest Winning Trade | 166193 | 166193 | 38227 | 221865 | 221865 | 197489 |
Largest Losing Trade | -16678 | -16678 | -16321 | -167009 | -114957 | -167009 |
Avg Bars in Trades | 76 | 71 | 81 | 76 | 71 | 81 |
Avg Bars in Winners | 114 | 112 | 116 | 114 | 112 | 116 |
Avg Bars in Losers | 50 | 46 | 54 | 50 | 46 | 54 |
Bars Traded | 24895 | 11655 | 13240 | 24895 | 11655 | 13240 |
Profit Streak | 0 | 0 | 13.6527 | 0 | 0 | 13.6527 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303932 | 221967 | -70669 | -134690 | -100285 | -316256 |
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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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