Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302634.3442 | 292827.0745 | 9807.2697 | -54519.2599 | 6963.1319 | -61482.3918 |
Total P&L (%) | 302.6343 | 292.8271 | 9.8073 | -54.5193 | 6.9631 | -61.4824 |
Avg Daily Profit (%) | 0.1577 | 0.1526 | 0.0051 | -0.0411 | 0.0035 | -0.0497 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -210497 | -110534 | -153395 | -228154 | -162008 | -131216 |
Profit Factor | 1.1961 | 1.3917 | 1.0123 | 0.9549 | 1.0113 | 0.8957 |
Total Trades | 307 | 153 | 154 | 307 | 153 | 154 |
Winning Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Losing Trades | 144 | 71 | 73 | 144 | 71 | 73 |
Profitability (%) | 53.0945 | 53.5948 | 52.5974 | 53.0945 | 53.5948 | 52.5974 |
Ratio Avg Win / Avg Loss | 1.0567 | 1.205 | 0.9123 | 0.8436 | 0.8756 | 0.8072 |
Largest Winning Trade | 86513 | 86513 | 53677 | 77640 | 74744 | 77640 |
Largest Losing Trade | -48266 | -36846 | -48266 | -70310 | -60692 | -70310 |
Avg Bars in Trades | 36 | 36 | 37 | 36 | 36 | 37 |
Avg Bars in Winners | 33 | 32 | 34 | 33 | 32 | 34 |
Avg Bars in Losers | 40 | 40 | 40 | 40 | 40 | 40 |
Bars Traded | 11318 | 5573 | 5744 | 11318 | 5573 | 5744 |
Profit Streak | 12.6959 | 0 | 12.8626 | 12.6959 | 0 | 12.8626 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 183032 | 308609 | -559201 | -578158 | -563001 | -579579 |
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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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