Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369036.338 | 301504.9987 | 67531.3394 | 125840.7536 | 76424.7794 | 49415.9742 |
Total P&L (%) | 369.0363 | 301.505 | 67.5313 | 125.8408 | 76.4248 | 49.416 |
Avg Daily Profit (%) | 0.3411 | 0.2787 | 0.0624 | 0.0753 | 0.0525 | 0.0371 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166467 | -103980 | -89790 | -466349 | -312859 | -182216 |
Profit Factor | 1.4307 | 1.6383 | 1.1756 | 1.0861 | 1.0931 | 1.077 |
Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
Winning Trades | 141 | 66 | 75 | 141 | 66 | 75 |
Losing Trades | 173 | 91 | 82 | 173 | 91 | 82 |
Profitability (%) | 44.9045 | 42.0382 | 47.7707 | 44.9045 | 42.0382 | 47.7707 |
Ratio Avg Win / Avg Loss | 1.7554 | 2.2589 | 1.2854 | 1.3325 | 1.5072 | 1.1775 |
Largest Winning Trade | 340675 | 340675 | 41466 | 317381 | 317381 | 82471 |
Largest Losing Trade | -22781 | -22781 | -20455 | -57128 | -57128 | -49947 |
Avg Bars in Trades | 10 | 13 | 6 | 10 | 13 | 6 |
Avg Bars in Winners | 12 | 17 | 7 | 12 | 17 | 7 |
Avg Bars in Losers | 8 | 10 | 5 | 8 | 10 | 5 |
Bars Traded | 3179 | 2135 | 1044 | 3179 | 2135 | 1044 |
Profit Streak | 0 | 6.8648 | 0 | 0 | 6.8648 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387311 | 343075 | -137413 | -218308 | -241681 | -280823 |
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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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