Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245649.2416 | 226112.7876 | 19536.454 | 60055.2941 | 87930.2323 | -27874.9382 |
Total P&L (%) | 245.6492 | 226.1128 | 19.5365 | 60.0553 | 87.9302 | -27.8749 |
Avg Daily Profit (%) | 0.2012 | 0.1852 | 0.016 | 0.0385 | 0.0517 | -0.0268 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120418 | -130042 | -62539 | -558862 | -481418 | -292000 |
Profit Factor | 1.2914 | 1.4039 | 1.069 | 1.0202 | 1.0424 | 0.9692 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 155 | 73 | 82 | 155 | 73 | 82 |
Losing Trades | 105 | 57 | 48 | 105 | 57 | 48 |
Profitability (%) | 59.6154 | 56.1538 | 63.0769 | 59.6154 | 56.1538 | 63.0769 |
Ratio Avg Win / Avg Loss | 0.8748 | 1.0962 | 0.6258 | 0.6911 | 0.8139 | 0.5673 |
Largest Winning Trade | 99003 | 99003 | 12530 | 184163 | 184163 | 53770 |
Largest Losing Trade | -43058 | -43058 | -40668 | -224954 | -213286 | -224954 |
Avg Bars in Trades | 55 | 88 | 21 | 55 | 88 | 21 |
Avg Bars in Winners | 36 | 59 | 16 | 36 | 59 | 16 |
Avg Bars in Losers | 83 | 126 | 31 | 83 | 126 | 31 |
Bars Traded | 14345 | 11514 | 2831 | 14345 | 11514 | 2831 |
Profit Streak | 0 | 0 | 20.6202 | 0 | 0 | 20.6202 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309707 | 316863 | -322106 | -339504 | -298862 | -577955 |
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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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