Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 496978.8491 | 276538.8821 | 220439.967 | 210213.5999 | 153735.92 | 56477.68 |
Total P&L (%) | 496.9788 | 276.5389 | 220.44 | 210.2136 | 153.7359 | 56.4777 |
Avg Daily Profit (%) | 0.2971 | 0.1653 | 0.1318 | 0.0677 | 0.0557 | 0.0268 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194499 | -159195 | -116908 | -630096 | -298705 | -416471 |
Profit Factor | 1.3624 | 1.3898 | 1.333 | 1.0754 | 1.1057 | 1.0424 |
Total Trades | 259 | 130 | 129 | 259 | 130 | 129 |
Winning Trades | 118 | 54 | 64 | 118 | 54 | 64 |
Losing Trades | 141 | 76 | 65 | 141 | 76 | 65 |
Profitability (%) | 45.5598 | 41.5385 | 49.6124 | 45.5598 | 41.5385 | 49.6124 |
Ratio Avg Win / Avg Loss | 1.628 | 1.9561 | 1.3539 | 1.2851 | 1.5561 | 1.0587 |
Largest Winning Trade | 141316 | 141316 | 55839 | 239933 | 239933 | 117275 |
Largest Losing Trade | -39935 | -34206 | -39935 | -146562 | -146562 | -139788 |
Avg Bars in Trades | 12 | 9 | 15 | 12 | 9 | 15 |
Avg Bars in Winners | 15 | 13 | 18 | 15 | 13 | 18 |
Avg Bars in Losers | 10 | 7 | 13 | 10 | 7 | 13 |
Bars Traded | 3308 | 1292 | 2016 | 3308 | 1292 | 2016 |
Profit Streak | 10.573 | 12.573 | 0 | 10.573 | 12.573 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381000 | 232594 | -16921 | -239545 | -224382 | -331978 |
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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) |
---|