Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 876057.3344 | 697359.3521 | 178697.9824 | 464660.6511 | 755548.4209 | -290887.7697 |
Total P&L (%) | 876.0573 | 697.3594 | 178.698 | 464.6607 | 755.5484 | -290.8878 |
Avg Daily Profit (%) | 0.5895 | 0.4692 | 0.1202 | 0.1165 | 0.1445 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136190 | -116987 | -134590 | -2240377 | -841204 | -2515077 |
Profit Factor | 1.976 | 2.3469 | 1.4704 | 1.0543 | 1.1812 | 0.9338 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 71 | 29 | 42 | 71 | 29 | 42 |
Losing Trades | 98 | 55 | 43 | 98 | 55 | 43 |
Profitability (%) | 42.0118 | 34.5238 | 49.4118 | 42.0118 | 34.5238 | 49.4118 |
Ratio Avg Win / Avg Loss | 2.7274 | 4.4509 | 1.5054 | 1.4552 | 2.2403 | 0.956 |
Largest Winning Trade | 610580 | 610580 | 34042 | 1005221 | 1005221 | 387919 |
Largest Losing Trade | -44604 | -33481 | -44604 | -906930 | -293297 | -906930 |
Avg Bars in Trades | 103 | 109 | 96 | 103 | 109 | 96 |
Avg Bars in Winners | 146 | 163 | 135 | 146 | 163 | 135 |
Avg Bars in Losers | 71 | 81 | 59 | 71 | 81 | 59 |
Bars Traded | 17451 | 9222 | 8229 | 17451 | 9222 | 8229 |
Profit Streak | 40.667 | 40.667 | 45.8337 | 40.667 | 40.667 | 45.8337 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515710 | 324337 | -29816 | -199027 | -25530 | -580345 |
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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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