Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460239.6792 | 296374.2283 | 163865.451 | 532934.9832 | 436904.1057 | 96030.8774 |
Total P&L (%) | 460.2397 | 296.3742 | 163.8655 | 532.935 | 436.9041 | 96.0309 |
Avg Daily Profit (%) | 0.4458 | 0.2871 | 0.1587 | 0.1789 | 0.1629 | 0.0652 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96934 | -95027 | -82489 | -743133 | -223128 | -532943 |
Profit Factor | 1.5304 | 1.6316 | 1.4112 | 1.2593 | 1.4249 | 1.0935 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 137 | 66 | 71 | 137 | 66 | 71 |
Losing Trades | 107 | 56 | 51 | 107 | 56 | 51 |
Profitability (%) | 56.1475 | 54.0984 | 58.1967 | 56.1475 | 54.0984 | 58.1967 |
Ratio Avg Win / Avg Loss | 1.1953 | 1.3844 | 1.0137 | 0.9836 | 1.209 | 0.7855 |
Largest Winning Trade | 167971 | 167971 | 33440 | 349864 | 349864 | 135111 |
Largest Losing Trade | -52787 | -37296 | -52787 | -532943 | -133379 | -532943 |
Avg Bars in Trades | 50 | 55 | 45 | 50 | 55 | 45 |
Avg Bars in Winners | 41 | 41 | 41 | 41 | 41 | 41 |
Avg Bars in Losers | 61 | 71 | 51 | 61 | 71 | 51 |
Bars Traded | 12301 | 6741 | 5560 | 12301 | 6741 | 5560 |
Profit Streak | 7.947 | 8.5303 | 7.947 | 7.947 | 8.5303 | 7.947 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519126 | 407358 | 343412 | 332369 | 328430 | -223649 |
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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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