Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354452.19 | 307705.122 | 46747.068 | 1287106.925 | 1247170.9767 | 39935.9482 |
Total P&L (%) | 354.4522 | 307.7051 | 46.7471 | 1287.1069 | 1247.171 | 39.9359 |
Avg Daily Profit (%) | 0.4352 | 0.3778 | 0.0574 | 0.3234 | 0.3198 | 0.0413 |
Buy And Hold Return (%) | 493.8492 | 493.8492 | 493.8492 | 493.8492 | 493.8492 | 493.8492 |
Max Trade Drawdown | -117323 | -87577 | -75831 | -918508 | -704668 | -639255 |
Profit Factor | 1.6937 | 2.0826 | 1.2062 | 1.366 | 1.6036 | 1.0275 |
Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
Winning Trades | 195 | 102 | 93 | 195 | 102 | 93 |
Losing Trades | 50 | 20 | 30 | 50 | 20 | 30 |
Profitability (%) | 79.5918 | 83.6066 | 75.6098 | 79.5918 | 83.6066 | 75.6098 |
Ratio Avg Win / Avg Loss | 0.4343 | 0.4083 | 0.3891 | 0.3503 | 0.3144 | 0.3315 |
Largest Winning Trade | 22884 | 22884 | 8489 | 188695 | 188695 | 73287 |
Largest Losing Trade | -36230 | -36230 | -28190 | -301893 | -288351 | -301893 |
Avg Bars in Trades | 13 | 19 | 6 | 13 | 19 | 6 |
Avg Bars in Winners | 5 | 7 | 3 | 5 | 7 | 3 |
Avg Bars in Losers | 40 | 79 | 14 | 40 | 79 | 14 |
Bars Traded | 3190 | 2398 | 792 | 3190 | 2398 | 792 |
Profit Streak | 18.0928 | 18.0928 | 45.5928 | 18.0928 | 18.0928 | 45.5928 |
Trades During Streak | 7 | 3 | 7 | 7 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148679 | -149415 | -278968 | 413553 | 425737 | -490222 |
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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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