Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 477562.5474 | 415762.9001 | 61799.6474 | 82028.0514 | 161677.1924 | -79649.141 |
Total P&L (%) | 477.5625 | 415.7629 | 61.7996 | 82.0281 | 161.6772 | -79.6491 |
Avg Daily Profit (%) | 0.2549 | 0.2219 | 0.033 | 0.032 | 0.0514 | -0.0849 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184760 | -208109 | -79355 | -322702 | -248408 | -192358 |
Profit Factor | 1.4278 | 1.7793 | 1.106 | 1.0562 | 1.2455 | 0.9005 |
Total Trades | 331 | 166 | 165 | 331 | 166 | 165 |
Winning Trades | 136 | 61 | 75 | 136 | 61 | 75 |
Losing Trades | 195 | 105 | 90 | 195 | 105 | 90 |
Profitability (%) | 41.0876 | 36.747 | 45.4545 | 41.0876 | 36.747 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.0472 | 3.0627 | 1.3273 | 1.5144 | 2.144 | 1.0806 |
Largest Winning Trade | 285127 | 285127 | 46710 | 145221 | 145221 | 52638 |
Largest Losing Trade | -33710 | -33710 | -26278 | -65919 | -29758 | -65919 |
Avg Bars in Trades | 33 | 36 | 29 | 33 | 36 | 29 |
Avg Bars in Winners | 56 | 72 | 42 | 56 | 72 | 42 |
Avg Bars in Losers | 16 | 15 | 17 | 16 | 15 | 17 |
Bars Traded | 10937 | 6131 | 4806 | 10937 | 6131 | 4806 |
Profit Streak | 11.0586 | 11.0586 | 11.7253 | 11.0586 | 11.0586 | 11.7253 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339287 | 251391 | -253800 | -308380 | -127666 | -579664 |
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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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