Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 466997.912 | 399106.2145 | 67891.6975 | 209807.4965 | 741835.647 | -532028.1505 |
Total P&L (%) | 466.9979 | 399.1062 | 67.8917 | 209.8075 | 741.8356 | -532.0282 |
Avg Daily Profit (%) | 0.2492 | 0.2129 | 0.0362 | 0.0604 | 0.1137 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207304 | -146114 | -123665 | -672759 | -369184 | -630421 |
Profit Factor | 1.3806 | 1.6465 | 1.1114 | 1.0675 | 1.5116 | 0.6791 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 143 | 73 | 70 | 143 | 73 | 70 |
Losing Trades | 107 | 52 | 55 | 107 | 52 | 55 |
Profitability (%) | 57.2 | 58.4 | 56 | 57.2 | 58.4 | 56 |
Ratio Avg Win / Avg Loss | 1.033 | 1.1728 | 0.8732 | 0.7988 | 1.0768 | 0.5336 |
Largest Winning Trade | 70745 | 70745 | 41223 | 213011 | 213011 | 89786 |
Largest Losing Trade | -64982 | -39639 | -64982 | -286152 | -278172 | -286152 |
Avg Bars in Trades | 28 | 29 | 26 | 28 | 29 | 26 |
Avg Bars in Winners | 29 | 28 | 29 | 29 | 28 | 29 |
Avg Bars in Losers | 26 | 30 | 22 | 26 | 30 | 22 |
Bars Traded | 7036 | 3697 | 3339 | 7036 | 3697 | 3339 |
Profit Streak | 0 | 0 | 23.4038 | 0 | 0 | 23.4038 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400928 | 391784 | -242468 | -257756 | -38225 | -578909 |
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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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