Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 531478.2691 | 401779.0715 | 129699.1976 | 2129028.2961 | 1086230.6265 | 1042797.6696 |
Total P&L (%) | 531.4783 | 401.7791 | 129.6992 | 2129.0283 | 1086.2306 | 1042.7977 |
Avg Daily Profit (%) | 0.2551 | 0.1929 | 0.0623 | 0.1491 | 0.1188 | 0.117 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96411 | -55885 | -140909 | -1600912 | -677706 | -923206 |
Profit Factor | 1.8611 | 2.4322 | 1.3853 | 1.4024 | 1.417 | 1.3883 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Losing Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Profitability (%) | 52.0468 | 52.9412 | 51.1628 | 52.0468 | 52.9412 | 51.1628 |
Ratio Avg Win / Avg Loss | 1.7148 | 2.162 | 1.3223 | 1.2921 | 1.2595 | 1.3252 |
Largest Winning Trade | 143682 | 143682 | 70056 | 754450 | 744397 | 754450 |
Largest Losing Trade | -29666 | -22074 | -29666 | -682938 | -255608 | -682938 |
Avg Bars in Trades | 144 | 125 | 162 | 144 | 125 | 162 |
Avg Bars in Winners | 178 | 148 | 208 | 178 | 148 | 208 |
Avg Bars in Losers | 107 | 100 | 114 | 107 | 100 | 114 |
Bars Traded | 24668 | 10701 | 13967 | 24668 | 10701 | 13967 |
Profit Streak | 17.1763 | 0 | 25.2596 | 17.1763 | 0 | 25.2596 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 495782 | 440957 | -108823 | 319163 | -33147 | -35396 |
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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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