Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385954.7459 | 153290.4772 | 232664.2687 | 361169.412 | 259456.7803 | 101712.6317 |
Total P&L (%) | 385.9547 | 153.2905 | 232.6643 | 361.1694 | 259.4568 | 101.7126 |
Avg Daily Profit (%) | 0.2589 | 0.1028 | 0.156 | 0.1026 | 0.0858 | 0.0471 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166162 | -100815 | -95098 | -358165 | -325944 | -378411 |
Profit Factor | 1.3239 | 1.2928 | 1.3482 | 1.1085 | 1.1855 | 1.0527 |
Total Trades | 336 | 168 | 168 | 336 | 168 | 168 |
Winning Trades | 176 | 87 | 89 | 176 | 87 | 89 |
Losing Trades | 160 | 81 | 79 | 160 | 81 | 79 |
Profitability (%) | 52.381 | 51.7857 | 52.9762 | 52.381 | 51.7857 | 52.9762 |
Ratio Avg Win / Avg Loss | 1.2035 | 1.2036 | 1.1967 | 1.0077 | 1.1038 | 0.9344 |
Largest Winning Trade | 75586 | 75586 | 45115 | 121404 | 121404 | 103540 |
Largest Losing Trade | -43392 | -23021 | -43392 | -188268 | -92064 | -188268 |
Avg Bars in Trades | 17 | 14 | 19 | 17 | 14 | 19 |
Avg Bars in Winners | 17 | 15 | 19 | 17 | 15 | 19 |
Avg Bars in Losers | 16 | 14 | 18 | 16 | 14 | 18 |
Bars Traded | 5740 | 2496 | 3244 | 5740 | 2496 | 3244 |
Profit Streak | 11.2153 | 13.9653 | 0 | 11.2153 | 13.9653 | 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 | 408033 | -54254 | 310029 | -154275 | -93356 | -293319 |
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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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