Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 437554.824 | 268450.3633 | 169104.4606 | 570388.2556 | 160961.4818 | 409426.7738 |
Total P&L (%) | 437.5548 | 268.4504 | 169.1045 | 570.3883 | 160.9615 | 409.4268 |
Avg Daily Profit (%) | 0.2323 | 0.1425 | 0.0898 | 0.1011 | 0.0509 | 0.0865 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79494 | -101155 | -64170 | -992304 | -653725 | -834853 |
Profit Factor | 1.5651 | 1.5209 | 1.6531 | 1.1101 | 1.0518 | 1.1978 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 111 | 47 | 64 | 111 | 47 | 64 |
Losing Trades | 119 | 68 | 51 | 119 | 68 | 51 |
Profitability (%) | 48.2609 | 40.8696 | 55.6522 | 48.2609 | 40.8696 | 55.6522 |
Ratio Avg Win / Avg Loss | 1.6779 | 2.2004 | 1.3173 | 1.1901 | 1.5217 | 0.9545 |
Largest Winning Trade | 157173 | 157173 | 26106 | 369126 | 369126 | 201470 |
Largest Losing Trade | -48047 | -48047 | -34971 | -348405 | -192479 | -348405 |
Avg Bars in Trades | 47 | 54 | 40 | 47 | 54 | 40 |
Avg Bars in Winners | 60 | 70 | 52 | 60 | 70 | 52 |
Avg Bars in Losers | 35 | 43 | 25 | 35 | 43 | 25 |
Bars Traded | 10982 | 6315 | 4667 | 10982 | 6315 | 4667 |
Profit Streak | 2.8758 | 14.7091 | 2.8758 | 2.8758 | 14.7091 | 2.8758 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375905 | -3418 | -71847 | -157263 | -290551 | -82911 |
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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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