Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 366411.9883 | 229781.7583 | 136630.23 | 219161.0757 | 182655.1868 | 36505.8889 |
Total P&L (%) | 366.412 | 229.7818 | 136.6302 | 219.1611 | 182.6552 | 36.5059 |
Avg Daily Profit (%) | 0.2177 | 0.1365 | 0.0812 | 0.069 | 0.0618 | 0.0185 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223555 | -192088 | -152205 | -89790 | -52028 | -89479 |
Profit Factor | 1.2365 | 1.3 | 1.1744 | 1.267 | 1.4471 | 1.0885 |
Total Trades | 542 | 271 | 271 | 542 | 271 | 271 |
Winning Trades | 226 | 110 | 116 | 226 | 110 | 116 |
Losing Trades | 316 | 161 | 155 | 316 | 161 | 155 |
Profitability (%) | 41.6974 | 40.5904 | 42.8044 | 41.6974 | 40.5904 | 42.8044 |
Ratio Avg Win / Avg Loss | 1.7289 | 1.9027 | 1.5692 | 1.7715 | 2.1181 | 1.4545 |
Largest Winning Trade | 91641 | 91641 | 39561 | 83007 | 83007 | 42413 |
Largest Losing Trade | -23519 | -21936 | -23519 | -34969 | -23125 | -34969 |
Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Winners | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 6710 | 3224 | 3486 | 6710 | 3224 | 3486 |
Profit Streak | 7.2182 | 0 | 19.2182 | 7.2182 | 0 | 19.2182 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329115 | -12089 | -112332 | -99276 | -110889 | -294009 |
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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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