Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333879.9419 | 277599.0527 | 56280.8892 | 216867.2104 | 331235.4966 | -114368.2861 |
Total P&L (%) | 333.8799 | 277.5991 | 56.2809 | 216.8672 | 331.2355 | -114.3683 |
Avg Daily Profit (%) | 0.3205 | 0.2665 | 0.054 | 0.1108 | 0.1404 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88039 | -69005 | -92465 | -342133 | -176576 | -330062 |
Profit Factor | 1.5958 | 1.9984 | 1.1993 | 1.1552 | 1.5275 | 0.8514 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 51 | 21 | 30 | 51 | 21 | 30 |
Losing Trades | 81 | 45 | 36 | 81 | 45 | 36 |
Profitability (%) | 38.6364 | 31.8182 | 45.4545 | 38.6364 | 31.8182 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.5345 | 4.2823 | 1.4392 | 1.8347 | 3.2732 | 1.0216 |
Largest Winning Trade | 236135 | 236135 | 57044 | 358767 | 358767 | 96443 |
Largest Losing Trade | -31214 | -22547 | -31214 | -107837 | -49216 | -107837 |
Avg Bars in Trades | 184 | 188 | 181 | 184 | 188 | 181 |
Avg Bars in Winners | 302 | 333 | 280 | 302 | 333 | 280 |
Avg Bars in Losers | 110 | 120 | 98 | 110 | 120 | 98 |
Bars Traded | 24393 | 12419 | 11974 | 24393 | 12419 | 11974 |
Profit Streak | 30.3927 | 30.3927 | 129.2677 | 30.3927 | 30.3927 | 129.2677 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309100 | -119002 | -247775 | -96861 | -134009 | -703919 |
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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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