Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324230.3925 | 238586.1122 | 85644.2804 | 70628.6837 | -128141.3088 | 198769.9926 |
Total P&L (%) | 324.2304 | 238.5861 | 85.6443 | 70.6287 | -128.1413 | 198.77 |
Avg Daily Profit (%) | 0.1689 | 0.1243 | 0.0446 | 0.0278 | 0 | 0.057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178969 | -178606 | -59400 | -419571 | -426355 | -56837 |
Profit Factor | 1.3506 | 1.4386 | 1.2249 | 1.0618 | 0.8397 | 1.5799 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Profitability (%) | 48.4663 | 46.9136 | 50 | 48.4663 | 46.9136 | 50 |
Ratio Avg Win / Avg Loss | 1.4361 | 1.6279 | 1.2249 | 1.129 | 0.9502 | 1.5799 |
Largest Winning Trade | 114969 | 114969 | 56770 | 91786 | 91786 | 78951 |
Largest Losing Trade | -36817 | -36817 | -32668 | -103244 | -103244 | -26201 |
Avg Bars in Trades | 33 | 44 | 22 | 33 | 44 | 22 |
Avg Bars in Winners | 41 | 51 | 32 | 41 | 51 | 32 |
Avg Bars in Losers | 25 | 37 | 12 | 25 | 37 | 12 |
Bars Traded | 5432 | 3604 | 1828 | 5432 | 3604 | 1828 |
Profit Streak | 48.0901 | 0 | 48.4235 | 48.0901 | 0 | 48.4235 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308401 | -38237 | -137325 | -307396 | -593936 | -117490 |
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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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