Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349326.1926 | 159744.3043 | 189581.8883 | 1170647.0016 | -382694.6805 | 1553341.682 |
Total P&L (%) | 349.3262 | 159.7443 | 189.5819 | 1170.647 | -382.6947 | 1553.3417 |
Avg Daily Profit (%) | 0.3354 | 0.1534 | 0.182 | 0.2443 | 0 | 0.2697 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65995 | -89920 | -51175 | -1503586 | -1762946 | -408452 |
Profit Factor | 1.4518 | 1.3963 | 1.5122 | 1.1455 | 0.9141 | 1.4326 |
Total Trades | 373 | 186 | 187 | 373 | 186 | 187 |
Winning Trades | 207 | 94 | 113 | 207 | 94 | 113 |
Losing Trades | 166 | 92 | 74 | 166 | 92 | 74 |
Profitability (%) | 55.496 | 50.5376 | 60.4278 | 55.496 | 50.5376 | 60.4278 |
Ratio Avg Win / Avg Loss | 1.1642 | 1.3666 | 0.9903 | 0.9186 | 0.8946 | 0.9382 |
Largest Winning Trade | 33173 | 33173 | 25516 | 427612 | 427612 | 302639 |
Largest Losing Trade | -33949 | -16057 | -33949 | -370369 | -370369 | -303384 |
Avg Bars in Trades | 66 | 57 | 75 | 66 | 57 | 75 |
Avg Bars in Winners | 67 | 54 | 77 | 67 | 54 | 77 |
Avg Bars in Losers | 65 | 60 | 71 | 65 | 60 | 71 |
Bars Traded | 24769 | 10664 | 14104 | 24769 | 10664 | 14104 |
Profit Streak | 11.0092 | 11.0092 | 26.4675 | 11.0092 | 11.0092 | 26.4675 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503238 | 324859 | 375155 | -49517 | -579648 | 399621 |
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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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