Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 471191.9233 | 380134.1036 | 91057.8198 | 539236.678 | -515874.5803 | 1055111.2583 |
Total P&L (%) | 471.1919 | 380.1341 | 91.0578 | 539.2367 | -515.8746 | 1055.1113 |
Avg Daily Profit (%) | 0.2455 | 0.1981 | 0.0474 | 0.0967 | 0 | 0.1276 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -231102 | -126719 | -146987 | -2835510 | -1965840 | -1649993 |
Profit Factor | 1.6138 | 1.9816 | 1.2394 | 1.0624 | 0.8992 | 1.2998 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 48.855 | 46.9697 | 50.7692 | 48.855 | 46.9697 | 50.7692 |
Ratio Avg Win / Avg Loss | 1.6895 | 2.2373 | 1.2018 | 1.1122 | 1.0152 | 1.2604 |
Largest Winning Trade | 116334 | 116334 | 50694 | 636146 | 636146 | 456453 |
Largest Losing Trade | -37443 | -37443 | -33610 | -1040865 | -1040865 | -634262 |
Avg Bars in Trades | 43 | 34 | 52 | 43 | 34 | 52 |
Avg Bars in Winners | 47 | 35 | 59 | 47 | 35 | 59 |
Avg Bars in Losers | 39 | 33 | 45 | 39 | 33 | 45 |
Bars Traded | 5666 | 2261 | 3405 | 5666 | 2261 | 3405 |
Profit Streak | 14.4821 | 14.4821 | 16.1488 | 14.4821 | 14.4821 | 16.1488 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433477 | -113675 | -260839 | -214315 | -704156 | -153228 |
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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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