Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 462936.6395 | 317857.7604 | 145078.8791 | 535444.6025 | 458903.4776 | 76541.1249 |
Total P&L (%) | 462.9366 | 317.8578 | 145.0789 | 535.4446 | 458.9035 | 76.5411 |
Avg Daily Profit (%) | 0.4501 | 0.3091 | 0.1411 | 0.18 | 0.1675 | 0.0553 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73524 | -83526 | -64082 | -429906 | -232408 | -314419 |
Profit Factor | 1.4307 | 1.5796 | 1.2756 | 1.2312 | 1.3909 | 1.067 |
Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
Winning Trades | 116 | 56 | 60 | 116 | 56 | 60 |
Losing Trades | 198 | 101 | 97 | 198 | 101 | 97 |
Profitability (%) | 36.9427 | 35.6688 | 38.2166 | 36.9427 | 35.6688 | 38.2166 |
Ratio Avg Win / Avg Loss | 2.4421 | 2.8489 | 2.0623 | 2.1015 | 2.5085 | 1.725 |
Largest Winning Trade | 199122 | 199122 | 34380 | 368909 | 368909 | 135961 |
Largest Losing Trade | -28105 | -21169 | -28105 | -271442 | -81732 | -271442 |
Avg Bars in Trades | 12 | 13 | 11 | 12 | 13 | 11 |
Avg Bars in Winners | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Losers | 7 | 9 | 5 | 7 | 9 | 5 |
Bars Traded | 4004 | 2133 | 1871 | 4004 | 2133 | 1871 |
Profit Streak | 16.4624 | 0 | 17.7124 | 16.4624 | 0 | 17.7124 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330083 | 231413 | -7152 | 218064 | 146331 | -268254 |
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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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