Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354894.501 | 272780.3337 | 82114.1674 | 147524.7319 | 225929.2759 | -78404.5441 |
Total P&L (%) | 354.8945 | 272.7803 | 82.1142 | 147.5247 | 225.9293 | -78.4045 |
Avg Daily Profit (%) | 0.3473 | 0.267 | 0.0804 | 0.0887 | 0.1157 | -0.1499 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176811 | -117877 | -109769 | -440765 | -278171 | -183760 |
Profit Factor | 1.571 | 1.7676 | 1.3085 | 1.1301 | 1.3518 | 0.8406 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 87 | 46 | 41 | 87 | 46 | 41 |
Profitability (%) | 38.2979 | 35.2113 | 41.4286 | 38.2979 | 35.2113 | 41.4286 |
Ratio Avg Win / Avg Loss | 2.531 | 3.2524 | 1.8499 | 1.8207 | 2.4873 | 1.1884 |
Largest Winning Trade | 183034 | 183034 | 45564 | 375985 | 375985 | 67930 |
Largest Losing Trade | -30862 | -24014 | -30862 | -95341 | -95341 | -81406 |
Avg Bars in Trades | 84 | 95 | 72 | 84 | 95 | 72 |
Avg Bars in Winners | 147 | 183 | 116 | 147 | 183 | 116 |
Avg Bars in Losers | 44 | 47 | 41 | 44 | 47 | 41 |
Bars Traded | 11863 | 6798 | 5065 | 11863 | 6798 | 5065 |
Profit Streak | 58.1822 | 66.0155 | 58.1822 | 58.1822 | 66.0155 | 58.1822 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322225 | -80192 | -181635 | -153575 | -128762 | -676342 |
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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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