Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 625167.03 | 458181.9014 | 166985.1286 | 156831.5999 | 301909.1867 | -145077.5868 |
Total P&L (%) | 625.167 | 458.1819 | 166.9851 | 156.8316 | 301.9092 | -145.0776 |
Avg Daily Profit (%) | 0.4205 | 0.3082 | 0.1123 | 0.0635 | 0.0936 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92944 | -131551 | -124807 | -549631 | -319875 | -432525 |
Profit Factor | 1.4839 | 1.7252 | 1.2529 | 1.055 | 1.2343 | 0.9071 |
Total Trades | 289 | 145 | 144 | 289 | 145 | 144 |
Winning Trades | 133 | 57 | 76 | 133 | 57 | 76 |
Losing Trades | 156 | 88 | 68 | 156 | 88 | 68 |
Profitability (%) | 46.0208 | 39.3103 | 52.7778 | 46.0208 | 39.3103 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.7405 | 2.6635 | 1.121 | 1.2375 | 1.9056 | 0.8116 |
Largest Winning Trade | 288796 | 288796 | 40622 | 229816 | 229816 | 81616 |
Largest Losing Trade | -84250 | -27093 | -84250 | -209939 | -106608 | -209939 |
Avg Bars in Trades | 60 | 64 | 57 | 60 | 64 | 57 |
Avg Bars in Winners | 74 | 73 | 75 | 74 | 73 | 75 |
Avg Bars in Losers | 49 | 58 | 37 | 49 | 58 | 37 |
Bars Traded | 17612 | 9333 | 8279 | 17612 | 9333 | 8279 |
Profit Streak | 18.846 | 18.846 | 20.096 | 18.846 | 18.846 | 20.096 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477731 | 289755 | -42522 | -267153 | -70976 | -580035 |
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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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