Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 473600.6848 | 424016.0672 | 49584.6176 | 148700.0607 | -16629.5356 | 165329.5963 |
Total P&L (%) | 473.6007 | 424.0161 | 49.5846 | 148.7001 | -16.6295 | 165.3296 |
Avg Daily Profit (%) | 0.2397 | 0.2146 | 0.0251 | 0.0461 | -0.0092 | 0.0494 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176795 | -112207 | -172800 | -1686021 | -882734 | -1280163 |
Profit Factor | 1.4039 | 1.7787 | 1.079 | 1.0281 | 0.9933 | 1.059 |
Total Trades | 345 | 173 | 172 | 345 | 173 | 172 |
Winning Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Losing Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Profitability (%) | 51.3043 | 51.4451 | 51.1628 | 51.3043 | 51.4451 | 51.1628 |
Ratio Avg Win / Avg Loss | 1.3325 | 1.6787 | 1.0299 | 0.9758 | 0.9375 | 1.0109 |
Largest Winning Trade | 151523 | 151523 | 73264 | 366675 | 301500 | 366675 |
Largest Losing Trade | -73529 | -29942 | -73529 | -783373 | -245558 | -783373 |
Avg Bars in Trades | 33 | 29 | 37 | 33 | 29 | 37 |
Avg Bars in Winners | 45 | 38 | 52 | 45 | 38 | 52 |
Avg Bars in Losers | 21 | 19 | 22 | 21 | 19 | 22 |
Bars Traded | 11546 | 5066 | 6480 | 11546 | 5066 | 6480 |
Profit Streak | 504.226 | 504.226 | 511.726 | 504.226 | 504.226 | 511.726 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418031 | 450673 | -292567 | -319706 | -579378 | -280716 |
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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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