Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 764412.8765 | 658574.7779 | 105838.0985 | 972382.8046 | -100860.4842 | 1073243.2888 |
Total P&L (%) | 764.4129 | 658.5748 | 105.8381 | 972.3828 | -100.8605 | 1073.2433 |
Avg Daily Profit (%) | 0.3943 | 0.3397 | 0.0546 | 0.1225 | 0 | 0.1271 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164392 | -89771 | -99507 | -839863 | -782420 | -335123 |
Profit Factor | 2.3792 | 3.2565 | 1.4034 | 1.3457 | 0.9347 | 1.8468 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 33.3333 | 28.8889 | 37.7778 | 33.3333 | 28.8889 | 37.7778 |
Ratio Avg Win / Avg Loss | 4.7583 | 8.0159 | 2.3114 | 2.6914 | 2.3009 | 3.0419 |
Largest Winning Trade | 442870 | 442870 | 56081 | 396789 | 396789 | 348594 |
Largest Losing Trade | -30121 | -30121 | -24861 | -215689 | -215689 | -180296 |
Avg Bars in Trades | 125 | 103 | 147 | 125 | 103 | 147 |
Avg Bars in Winners | 246 | 213 | 271 | 246 | 213 | 271 |
Avg Bars in Losers | 64 | 58 | 71 | 64 | 58 | 71 |
Bars Traded | 11256 | 4641 | 6615 | 11256 | 4641 | 6615 |
Profit Streak | 46.0645 | 59.8978 | 0 | 46.0645 | 59.8978 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307684 | 122701 | -122869 | -33316 | -590048 | -24098 |
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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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