Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312058.2093 | 272965.3361 | 39092.8732 | -1981.7331 | 4305.4122 | -6287.1453 |
Total P&L (%) | 312.0582 | 272.9653 | 39.0929 | -1.9817 | 4.3054 | -6.2871 |
Avg Daily Profit (%) | 0.2278 | 0.1992 | 0.0285 | -0.0015 | 0.0031 | -0.0047 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176880 | -92671 | -108643 | -121919 | -92153 | -81384 |
Profit Factor | 1.3933 | 1.6318 | 1.1082 | 0.9964 | 1.0144 | 0.9749 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 72 | 32 | 40 | 72 | 32 | 40 |
Losing Trades | 93 | 51 | 42 | 93 | 51 | 42 |
Profitability (%) | 43.6364 | 38.5542 | 48.7805 | 43.6364 | 38.5542 | 48.7805 |
Ratio Avg Win / Avg Loss | 1.7997 | 2.6007 | 1.1636 | 1.287 | 1.6167 | 1.0237 |
Largest Winning Trade | 265784 | 265784 | 40474 | 52822 | 52822 | 28402 |
Largest Losing Trade | -54358 | -24515 | -54358 | -37557 | -19882 | -37557 |
Avg Bars in Trades | 47 | 41 | 53 | 47 | 41 | 53 |
Avg Bars in Winners | 70 | 65 | 73 | 70 | 65 | 73 |
Avg Bars in Losers | 30 | 26 | 34 | 30 | 26 | 34 |
Bars Traded | 7855 | 3435 | 4420 | 7855 | 3435 | 4420 |
Profit Streak | 29.2387 | 45.7387 | 29.2387 | 29.2387 | 45.7387 | 29.2387 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343804 | 264249 | -262524 | -579184 | -561447 | -583038 |
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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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