Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 634493.9269 | 524331.5457 | 110162.3812 | 437448.2344 | -151153.391 | 588601.6254 |
Total P&L (%) | 634.4939 | 524.3315 | 110.1624 | 437.4482 | -151.1534 | 588.6016 |
Avg Daily Profit (%) | 0.3433 | 0.2837 | 0.0596 | 0.091 | 0 | 0.1044 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94195 | -100962 | -100845 | -1003997 | -859143 | -543064 |
Profit Factor | 1.7603 | 2.094 | 1.3101 | 1.0898 | 0.9491 | 1.309 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Losing Trades | 98 | 50 | 48 | 98 | 50 | 48 |
Profitability (%) | 49.2228 | 48.4536 | 50 | 49.2228 | 48.4536 | 50 |
Ratio Avg Win / Avg Loss | 1.8159 | 2.2277 | 1.3101 | 1.1242 | 1.0096 | 1.309 |
Largest Winning Trade | 448447 | 448447 | 60809 | 604994 | 604994 | 444947 |
Largest Losing Trade | -34119 | -34119 | -26524 | -394377 | -184472 | -394377 |
Avg Bars in Trades | 27 | 22 | 32 | 27 | 22 | 32 |
Avg Bars in Winners | 35 | 30 | 41 | 35 | 30 | 41 |
Avg Bars in Losers | 20 | 16 | 23 | 20 | 16 | 23 |
Bars Traded | 5377 | 2225 | 3152 | 5377 | 2225 | 3152 |
Profit Streak | 0 | 0 | 13.2418 | 0 | 0 | 13.2418 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489098 | 436162 | -112885 | -192207 | -579730 | -52681 |
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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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