Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331421.0975 | 257818.5992 | 73602.4982 | 55627.5729 | 111554.2743 | -55926.7014 |
Total P&L (%) | 331.4211 | 257.8186 | 73.6025 | 55.6276 | 111.5543 | -55.9267 |
Avg Daily Profit (%) | 0.3213 | 0.2499 | 0.0713 | 0.0429 | 0.0727 | -0.0794 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158287 | -117313 | -81773 | -249806 | -186878 | -156157 |
Profit Factor | 1.4367 | 1.5554 | 1.2498 | 1.046 | 1.1577 | 0.8885 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 81 | 36 | 45 | 81 | 36 | 45 |
Losing Trades | 92 | 50 | 42 | 92 | 50 | 42 |
Profitability (%) | 46.8208 | 41.8605 | 51.7241 | 46.8208 | 41.8605 | 51.7241 |
Ratio Avg Win / Avg Loss | 1.6318 | 2.1603 | 1.1664 | 1.1881 | 1.6079 | 0.8292 |
Largest Winning Trade | 187236 | 187236 | 31838 | 188954 | 188954 | 39048 |
Largest Losing Trade | -31431 | -28121 | -31431 | -91110 | -54838 | -91110 |
Avg Bars in Trades | 139 | 179 | 100 | 139 | 179 | 100 |
Avg Bars in Winners | 186 | 270 | 119 | 186 | 270 | 119 |
Avg Bars in Losers | 99 | 115 | 80 | 99 | 115 | 80 |
Bars Traded | 24199 | 15473 | 8726 | 24199 | 15473 | 8726 |
Profit Streak | 15.6287 | 0 | 68.1703 | 15.6287 | 0 | 68.1703 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393798 | 263313 | -96456 | -306234 | -145333 | -579337 |
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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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