Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248544.6672 | 371758.2362 | -123213.569 | -103349.991 | 66894.7973 | -170244.7883 |
Total P&L (%) | 248.5447 | 371.7582 | -123.2136 | -103.35 | 66.8948 | -170.2448 |
Avg Daily Profit (%) | 0.1044 | 0.1562 | -0.0518 | 0 | 0.0215 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190895 | -125747 | -234293 | -285458 | -101981 | -326510 |
Profit Factor | 1.1405 | 1.4856 | 0.8772 | 0.8428 | 1.3139 | 0.6168 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 142 | 68 | 74 | 112 | 59 | 53 |
Losing Trades | 111 | 58 | 53 | 141 | 67 | 74 |
Profitability (%) | 56.1265 | 53.9683 | 58.2677 | 44.2688 | 46.8254 | 41.7323 |
Ratio Avg Win / Avg Loss | 0.8915 | 1.2672 | 0.6283 | 1.061 | 1.4921 | 0.8612 |
Largest Winning Trade | 122449 | 122449 | 66304 | 58101 | 55512 | 58101 |
Largest Losing Trade | -133632 | -52872 | -133632 | -285458 | -21772 | -285458 |
Avg Bars in Trades | 37 | 39 | 34 | 37 | 39 | 34 |
Avg Bars in Winners | 33 | 35 | 30 | 42 | 43 | 41 |
Avg Bars in Losers | 42 | 43 | 40 | 32 | 36 | 29 |
Bars Traded | 9395 | 4974 | 4421 | 9395 | 4974 | 4421 |
Profit Streak | 0 | 0 | 0 | 11.4362 | 69.4362 | 11.4362 |
Trades During Streak | 0 | 0 | 0 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119108 | 315347 | -579923 | -578926 | -164222 | -583577 |
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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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