Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 789112.7748 | 613960.5518 | 175152.223 | 641819.0719 | 9718.4084 | 632100.6635 |
Total P&L (%) | 789.1128 | 613.9606 | 175.1522 | 641.8191 | 9.7184 | 632.1007 |
Avg Daily Profit (%) | 0.5315 | 0.4135 | 0.118 | 0.1351 | 0.0062 | 0.1342 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143578 | -151118 | -48919 | -2968937 | -2154022 | -814914 |
Profit Factor | 1.902 | 2.1789 | 1.4947 | 1.0765 | 1.002 | 1.1776 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 90 | 38 | 52 | 90 | 38 | 52 |
Losing Trades | 105 | 59 | 46 | 105 | 59 | 46 |
Profitability (%) | 46.1538 | 39.1753 | 53.0612 | 46.1538 | 39.1753 | 53.0612 |
Ratio Avg Win / Avg Loss | 2.219 | 3.3831 | 1.3222 | 1.2559 | 1.5558 | 1.0417 |
Largest Winning Trade | 454634 | 454634 | 53680 | 1133776 | 1133776 | 505796 |
Largest Losing Trade | -28342 | -28342 | -28208 | -615579 | -582598 | -615579 |
Avg Bars in Trades | 44 | 55 | 33 | 44 | 55 | 33 |
Avg Bars in Winners | 54 | 78 | 36 | 54 | 78 | 36 |
Avg Bars in Losers | 36 | 41 | 30 | 36 | 41 | 30 |
Bars Traded | 8703 | 5424 | 3279 | 8703 | 5424 | 3279 |
Profit Streak | 4.8291 | 12.4957 | 4.8291 | 4.8291 | 12.4957 | 4.8291 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 541076 | 364275 | -33591 | -148170 | -571349 | -38008 |
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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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