Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327306.648 | 240355.0429 | 86951.6052 | -266668.9025 | -124534.5505 | -142134.352 |
Total P&L (%) | 327.3066 | 240.355 | 86.9516 | -266.6689 | -124.5346 | -142.1344 |
Avg Daily Profit (%) | 0.2635 | 0.1935 | 0.07 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120939 | -53754 | -111845 | -1760902 | -746812 | -1212151 |
Profit Factor | 1.4552 | 1.8011 | 1.2076 | 0.9417 | 0.9381 | 0.9445 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 139 | 67 | 72 | 74 | 40 | 34 |
Losing Trades | 48 | 27 | 21 | 113 | 54 | 59 |
Profitability (%) | 74.3316 | 71.2766 | 77.4194 | 39.5722 | 42.5532 | 36.5591 |
Ratio Avg Win / Avg Loss | 0.5025 | 0.7258 | 0.3522 | 1.438 | 1.2664 | 1.639 |
Largest Winning Trade | 31783 | 31783 | 23053 | 684537 | 283340 | 684537 |
Largest Losing Trade | -111845 | -43997 | -111845 | -691898 | -124115 | -691898 |
Avg Bars in Trades | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Winners | 10 | 8 | 12 | 27 | 27 | 27 |
Avg Bars in Losers | 41 | 40 | 42 | 12 | 10 | 14 |
Bars Traded | 3486 | 1673 | 1813 | 3486 | 1673 | 1813 |
Profit Streak | 21.4073 | 21.4073 | 47.074 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484280 | 441549 | -96410 | -581909 | -582032 | -583255 |
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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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