Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 430908.5397 | 354688.4374 | 76220.1023 | 182055.629 | 414876.0682 | -232820.4392 |
Total P&L (%) | 430.9085 | 354.6884 | 76.2201 | 182.0556 | 414.8761 | -232.8204 |
Avg Daily Profit (%) | 0.2423 | 0.1994 | 0.0429 | 0.0583 | 0.0922 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139110 | -104222 | -139686 | -2230586 | -1455410 | -1911397 |
Profit Factor | 1.3754 | 1.6877 | 1.1206 | 1.0198 | 1.103 | 0.9551 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Losing Trades | 122 | 62 | 60 | 122 | 62 | 60 |
Profitability (%) | 42.9907 | 42.0561 | 43.9252 | 42.9907 | 42.0561 | 43.9252 |
Ratio Avg Win / Avg Loss | 1.824 | 2.3252 | 1.4306 | 1.3523 | 1.5197 | 1.2193 |
Largest Winning Trade | 129816 | 129816 | 49263 | 782023 | 471137 | 782023 |
Largest Losing Trade | -46512 | -31460 | -46512 | -618156 | -404696 | -618156 |
Avg Bars in Trades | 97 | 99 | 96 | 97 | 99 | 96 |
Avg Bars in Winners | 134 | 130 | 138 | 134 | 130 | 138 |
Avg Bars in Losers | 69 | 76 | 63 | 69 | 76 | 63 |
Bars Traded | 20927 | 10616 | 10311 | 20927 | 10616 | 10311 |
Profit Streak | 72.0186 | 72.0186 | 76.852 | 72.0186 | 72.0186 | 76.852 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342338 | 303188 | -224790 | -313974 | -178400 | -580372 |
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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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