Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428347.0675 | 314575.0304 | 113772.037 | 998256.5848 | 520174.8535 | 478081.7313 |
Total P&L (%) | 428.3471 | 314.575 | 113.772 | 998.2566 | 520.1749 | 478.0817 |
Avg Daily Profit (%) | 0.3457 | 0.2539 | 0.0918 | 0.1936 | 0.1474 | 0.1417 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139768 | -88606 | -81389 | -5353318 | -3635117 | -2545559 |
Profit Factor | 1.4979 | 1.7282 | 1.2657 | 1.0516 | 1.0499 | 1.0537 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 146 | 74 | 72 | 146 | 74 | 72 |
Losing Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Profitability (%) | 67.5926 | 68.5185 | 66.6667 | 67.5926 | 68.5185 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.7182 | 0.794 | 0.6328 | 0.5042 | 0.4824 | 0.5269 |
Largest Winning Trade | 33828 | 33828 | 24052 | 857766 | 642413 | 857766 |
Largest Losing Trade | -42238 | -35311 | -42238 | -1876773 | -1876773 | -1068223 |
Avg Bars in Trades | 33 | 37 | 29 | 33 | 37 | 29 |
Avg Bars in Winners | 21 | 21 | 22 | 21 | 21 | 22 |
Avg Bars in Losers | 57 | 72 | 43 | 57 | 72 | 43 |
Bars Traded | 7192 | 4039 | 3152 | 7192 | 4039 | 3152 |
Profit Streak | 18.3432 | 18.3432 | 46.1765 | 18.3432 | 18.3432 | 46.1765 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481633 | 415950 | -68573 | -152511 | -160217 | -163372 |
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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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