Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563085.2432 | 452938.6276 | 110146.6156 | 421449.9516 | 901189.9088 | -479739.9572 |
Total P&L (%) | 563.0852 | 452.9386 | 110.1466 | 421.45 | 901.1899 | -479.74 |
Avg Daily Profit (%) | 0.2251 | 0.1811 | 0.044 | 0.066 | 0.0921 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130555 | -135492 | -116593 | -1476824 | -857231 | -1001070 |
Profit Factor | 1.5325 | 1.8537 | 1.2091 | 1.0717 | 1.3246 | 0.8452 |
Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Winning Trades | 101 | 47 | 54 | 101 | 47 | 54 |
Losing Trades | 160 | 83 | 77 | 160 | 83 | 77 |
Profitability (%) | 38.6973 | 36.1538 | 41.2214 | 38.6973 | 36.1538 | 41.2214 |
Ratio Avg Win / Avg Loss | 2.4278 | 3.2735 | 1.7241 | 1.6978 | 2.3392 | 1.2052 |
Largest Winning Trade | 234280 | 234280 | 42569 | 678950 | 678950 | 329814 |
Largest Losing Trade | -48771 | -18300 | -48771 | -642769 | -259056 | -642769 |
Avg Bars in Trades | 28 | 26 | 30 | 28 | 26 | 30 |
Avg Bars in Winners | 48 | 46 | 51 | 48 | 46 | 51 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 7375 | 3421 | 3954 | 7375 | 3421 | 3954 |
Profit Streak | 23.0638 | 0 | 62.3971 | 23.0638 | 0 | 62.3971 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311852 | 203798 | -136099 | -247473 | -73501 | -581757 |
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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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