Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504494.9199 | 402513.897 | 101981.023 | 552944.507 | 664641.7336 | -111697.2266 |
Total P&L (%) | 504.4949 | 402.5139 | 101.981 | 552.9445 | 664.6417 | -111.6972 |
Avg Daily Profit (%) | 0.2686 | 0.2143 | 0.0543 | 0.0999 | 0.1083 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183594 | -109978 | -96882 | -1530414 | -1082782 | -885859 |
Profit Factor | 1.4674 | 1.647 | 1.223 | 1.061 | 1.1292 | 0.9715 |
Total Trades | 350 | 175 | 175 | 350 | 175 | 175 |
Winning Trades | 192 | 90 | 102 | 192 | 90 | 102 |
Losing Trades | 158 | 85 | 73 | 158 | 85 | 73 |
Profitability (%) | 54.8571 | 51.4286 | 58.2857 | 54.8571 | 51.4286 | 58.2857 |
Ratio Avg Win / Avg Loss | 1.2075 | 1.5555 | 0.8753 | 0.8731 | 1.0665 | 0.6953 |
Largest Winning Trade | 229487 | 229487 | 25976 | 1044494 | 1044494 | 290542 |
Largest Losing Trade | -49455 | -28651 | -49455 | -516335 | -341439 | -516335 |
Avg Bars in Trades | 21 | 24 | 17 | 21 | 24 | 17 |
Avg Bars in Winners | 22 | 28 | 17 | 22 | 28 | 17 |
Avg Bars in Losers | 18 | 21 | 16 | 18 | 21 | 16 |
Bars Traded | 7396 | 4374 | 3021 | 7396 | 4374 | 3021 |
Profit Streak | 8.9028 | 9.6528 | 0 | 8.9028 | 9.6528 | 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 | 472921 | 444641 | -120761 | -210803 | -124802 | -579065 |
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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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