Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 494781.5733 | 472124.193 | 22657.3803 | -47469.2342 | 15349.4162 | -62818.6505 |
Total P&L (%) | 494.7816 | 472.1242 | 22.6574 | -47.4692 | 15.3494 | -62.8187 |
Avg Daily Profit (%) | 0.2546 | 0.2429 | 0.0117 | -0.0331 | 0.0073 | -0.0509 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -247558 | -132229 | -201657 | -151759 | -95738 | -138066 |
Profit Factor | 1.3552 | 1.6206 | 1.0358 | 0.9297 | 1.046 | 0.8159 |
Total Trades | 285 | 142 | 143 | 285 | 142 | 143 |
Winning Trades | 146 | 64 | 82 | 146 | 64 | 82 |
Losing Trades | 139 | 78 | 61 | 139 | 78 | 61 |
Profitability (%) | 51.2281 | 45.0704 | 57.3427 | 51.2281 | 45.0704 | 57.3427 |
Ratio Avg Win / Avg Loss | 1.2902 | 1.9751 | 0.7706 | 0.8851 | 1.2748 | 0.6069 |
Largest Winning Trade | 386338 | 386338 | 33058 | 63742 | 63742 | 20887 |
Largest Losing Trade | -55406 | -36011 | -55406 | -50145 | -21687 | -50145 |
Avg Bars in Trades | 19 | 21 | 17 | 19 | 21 | 17 |
Avg Bars in Winners | 20 | 21 | 20 | 20 | 21 | 20 |
Avg Bars in Losers | 18 | 21 | 13 | 18 | 21 | 13 |
Bars Traded | 5585 | 3086 | 2499 | 5585 | 3086 | 2499 |
Profit Streak | 20.8366 | 20.8366 | 36.8366 | 20.8366 | 20.8366 | 36.8366 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428564 | 352480 | -362663 | -577382 | -364208 | -578288 |
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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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