Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1238011.9695 | 1268727.4602 | -30715.4907 | -32791.842 | 1532382.9783 | -1565174.8203 |
Total P&L (%) | 1238.012 | 1268.7275 | -30.7155 | -32.7918 | 1532.383 | -1565.1748 |
Avg Daily Profit (%) | 0.5179 | 0.5307 | -0.0128 | -0.0166 | 0.1169 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -234865 | -149905 | -154522 | -2907333 | -1464412 | -1769220 |
Profit Factor | 1.8654 | 2.8009 | 0.9577 | 0.9965 | 1.334 | 0.6656 |
Total Trades | 281 | 141 | 140 | 281 | 141 | 140 |
Winning Trades | 118 | 62 | 56 | 118 | 62 | 56 |
Losing Trades | 163 | 79 | 84 | 163 | 79 | 84 |
Profitability (%) | 41.9929 | 43.9716 | 40 | 41.9929 | 43.9716 | 40 |
Ratio Avg Win / Avg Loss | 2.5767 | 3.5689 | 1.4365 | 1.3765 | 1.6997 | 0.9984 |
Largest Winning Trade | 974723 | 974723 | 66216 | 2687398 | 2687398 | 498074 |
Largest Losing Trade | -54852 | -41322 | -54852 | -629660 | -396766 | -629660 |
Avg Bars in Trades | 49 | 42 | 57 | 49 | 42 | 57 |
Avg Bars in Winners | 84 | 68 | 101 | 84 | 68 | 101 |
Avg Bars in Losers | 25 | 22 | 27 | 25 | 22 | 27 |
Bars Traded | 14024 | 6007 | 8017 | 14024 | 6007 | 8017 |
Profit Streak | 6.2378 | 17.4045 | 6.2378 | 6.2378 | 17.4045 | 6.2378 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516433 | 545861 | -582016 | -579061 | -36181 | -583683 |
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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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