Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 451155.2209 | 271882.375 | 179272.8459 | 581580.4167 | 535345.3746 | 46235.042 |
Total P&L (%) | 451.1552 | 271.8824 | 179.2728 | 581.5804 | 535.3454 | 46.235 |
Avg Daily Profit (%) | 0.3321 | 0.2002 | 0.132 | 0.1414 | 0.1362 | 0.028 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107161 | -61438 | -147038 | -696893 | -356108 | -760599 |
Profit Factor | 1.4851 | 1.6181 | 1.3657 | 1.1451 | 1.2884 | 1.0215 |
Total Trades | 277 | 139 | 138 | 277 | 139 | 138 |
Winning Trades | 144 | 64 | 80 | 144 | 64 | 80 |
Losing Trades | 133 | 75 | 58 | 133 | 75 | 58 |
Profitability (%) | 51.9856 | 46.0432 | 57.971 | 51.9856 | 46.0432 | 57.971 |
Ratio Avg Win / Avg Loss | 1.3716 | 1.8962 | 0.9901 | 1.0577 | 1.5099 | 0.7406 |
Largest Winning Trade | 88869 | 88869 | 42081 | 271369 | 271369 | 140459 |
Largest Losing Trade | -62174 | -33914 | -62174 | -330614 | -181671 | -330614 |
Avg Bars in Trades | 28 | 27 | 29 | 28 | 27 | 29 |
Avg Bars in Winners | 34 | 33 | 35 | 34 | 33 | 35 |
Avg Bars in Losers | 22 | 22 | 21 | 22 | 22 | 21 |
Bars Traded | 7959 | 3848 | 4111 | 7959 | 3848 | 4111 |
Profit Streak | 20.2958 | 34.2958 | 0 | 20.2958 | 34.2958 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450138 | 384599 | -16891 | -62193 | -9646 | -354588 |
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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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