Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560145.451 | 513652.8036 | 46492.6474 | 926447.9056 | 847849.8626 | 78598.0429 |
Total P&L (%) | 560.1455 | 513.6528 | 46.4926 | 926.4479 | 847.8499 | 78.598 |
Avg Daily Profit (%) | 0.3462 | 0.3175 | 0.0287 | 0.144 | 0.1391 | 0.0359 |
Buy And Hold Return (%) | 24.855 | 24.855 | 24.855 | 24.855 | 24.855 | 24.855 |
Max Trade Drawdown | -80491 | -82030 | -134052 | -969714 | -557583 | -464742 |
Profit Factor | 1.8008 | 2.5353 | 1.1274 | 1.2849 | 1.5158 | 1.0489 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Losing Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Profitability (%) | 39.3162 | 42.3729 | 36.2069 | 39.3162 | 42.3729 | 36.2069 |
Ratio Avg Win / Avg Loss | 2.7795 | 3.4481 | 1.9864 | 1.9831 | 2.0615 | 1.848 |
Largest Winning Trade | 143027 | 143027 | 71685 | 617172 | 617172 | 263763 |
Largest Losing Trade | -54563 | -22486 | -54563 | -464742 | -343326 | -464742 |
Avg Bars in Trades | 162 | 161 | 163 | 162 | 161 | 163 |
Avg Bars in Winners | 287 | 281 | 294 | 287 | 281 | 294 |
Avg Bars in Losers | 80 | 72 | 88 | 80 | 72 | 88 |
Bars Traded | 18958 | 9501 | 9457 | 18958 | 9501 | 9457 |
Profit Streak | 510.6478 | 516.2312 | 0 | 510.6478 | 516.2312 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339951 | -165187 | -427209 | -2509 | -183475 | -499337 |
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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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