Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344315.7571 | 311493.0145 | 32822.7427 | 37986.8143 | 304473.4665 | -266486.6522 |
Total P&L (%) | 344.3158 | 311.493 | 32.8227 | 37.9868 | 304.4735 | -266.4867 |
Avg Daily Profit (%) | 0.1589 | 0.1437 | 0.0151 | 0.0149 | 0.0645 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -330547 | -91604 | -328775 | -648532 | -91495 | -632664 |
Profit Factor | 1.3097 | 1.7764 | 1.0462 | 1.0274 | 1.7732 | 0.7312 |
Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Winning Trades | 149 | 73 | 76 | 153 | 76 | 77 |
Losing Trades | 110 | 56 | 54 | 106 | 53 | 53 |
Profitability (%) | 57.529 | 56.5891 | 58.4615 | 59.0734 | 58.9147 | 59.2308 |
Ratio Avg Win / Avg Loss | 0.9669 | 1.3627 | 0.7433 | 0.7118 | 1.2366 | 0.5033 |
Largest Winning Trade | 78652 | 78652 | 44637 | 188966 | 188966 | 152738 |
Largest Losing Trade | -202793 | -52559 | -202793 | -491215 | -72351 | -491215 |
Avg Bars in Trades | 32 | 29 | 35 | 32 | 29 | 35 |
Avg Bars in Winners | 28 | 26 | 31 | 30 | 27 | 33 |
Avg Bars in Losers | 36 | 33 | 40 | 34 | 31 | 37 |
Bars Traded | 8372 | 3796 | 4576 | 8372 | 3796 | 4576 |
Profit Streak | 18.3598 | 0 | 19.6098 | 18.3598 | 0 | 19.6098 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311030 | 73080 | -345420 | -364329 | -103323 | -579233 |
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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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