Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516335.5892 | 377696.9241 | 138638.6651 | 367600.2264 | -517237.4296 | 884837.656 |
Total P&L (%) | 516.3356 | 377.6969 | 138.6387 | 367.6002 | -517.2374 | 884.8377 |
Avg Daily Profit (%) | 0.2372 | 0.1735 | 0.0637 | 0.0709 | 0 | 0.1051 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209950 | -169195 | -130957 | -5267526 | -4353074 | -1378677 |
Profit Factor | 1.3645 | 1.4765 | 1.2222 | 1.0191 | 0.9544 | 1.1117 |
Total Trades | 356 | 178 | 178 | 356 | 178 | 178 |
Winning Trades | 184 | 80 | 104 | 184 | 80 | 104 |
Losing Trades | 172 | 98 | 74 | 172 | 98 | 74 |
Profitability (%) | 51.6854 | 44.9438 | 58.427 | 51.6854 | 44.9438 | 58.427 |
Ratio Avg Win / Avg Loss | 1.2755 | 1.8087 | 0.8696 | 0.9526 | 1.1692 | 0.7911 |
Largest Winning Trade | 88262 | 88262 | 43560 | 1465299 | 1465299 | 860538 |
Largest Losing Trade | -58245 | -46131 | -58245 | -1458891 | -1458891 | -750894 |
Avg Bars in Trades | 12 | 16 | 7 | 12 | 16 | 7 |
Avg Bars in Winners | 12 | 19 | 6 | 12 | 19 | 6 |
Avg Bars in Losers | 11 | 13 | 9 | 11 | 13 | 9 |
Bars Traded | 4279 | 2874 | 1405 | 4279 | 2874 | 1405 |
Profit Streak | 27.5976 | 0 | 42.0976 | 27.5976 | 0 | 42.0976 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422337 | 300814 | -107219 | -296611 | -580423 | -148765 |
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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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