Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391639.5107 | 370140.519 | 21498.9917 | -17853.6872 | 857528.8342 | -875382.5214 |
Total P&L (%) | 391.6395 | 370.1405 | 21.499 | -17.8537 | 857.5288 | -875.3825 |
Avg Daily Profit (%) | 0.2054 | 0.1941 | 0.0113 | -0.0103 | 0.1186 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189278 | -185513 | -129333 | -1501968 | -970656 | -979508 |
Profit Factor | 1.3659 | 1.7072 | 1.0393 | 0.9967 | 1.3382 | 0.6963 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 119 | 53 | 66 | 119 | 53 | 66 |
Losing Trades | 116 | 65 | 51 | 116 | 65 | 51 |
Profitability (%) | 50.6383 | 44.9153 | 56.4103 | 50.6383 | 44.9153 | 56.4103 |
Ratio Avg Win / Avg Loss | 1.3315 | 2.0938 | 0.8031 | 0.9716 | 1.6412 | 0.5381 |
Largest Winning Trade | 185754 | 185754 | 40020 | 591478 | 591478 | 287583 |
Largest Losing Trade | -80737 | -31666 | -80737 | -574782 | -204836 | -574782 |
Avg Bars in Trades | 32 | 28 | 35 | 32 | 28 | 35 |
Avg Bars in Winners | 41 | 36 | 45 | 41 | 36 | 45 |
Avg Bars in Losers | 22 | 23 | 22 | 22 | 23 | 22 |
Bars Traded | 7585 | 3415 | 4170 | 7585 | 3415 | 4170 |
Profit Streak | 0 | 0 | 113.3274 | 0 | 0 | 113.3274 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340792 | 319170 | -360563 | -579465 | -34829 | -578728 |
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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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