Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286060.2168 | 311329.4087 | -25269.1918 | -167562.8396 | -347749.5489 | 180186.7093 |
Total P&L (%) | 286.0602 | 311.3294 | -25.2692 | -167.5628 | -347.7495 | 180.1867 |
Avg Daily Profit (%) | 0.1533 | 0.1668 | -0.0135 | 0 | 0 | 0.0552 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -234928 | -134992 | -249251 | -819749 | -492347 | -481141 |
Profit Factor | 1.1506 | 1.3683 | 0.976 | 0.9231 | 0.6867 | 1.1686 |
Total Trades | 421 | 211 | 210 | 421 | 211 | 210 |
Winning Trades | 248 | 122 | 126 | 185 | 93 | 92 |
Losing Trades | 173 | 89 | 84 | 236 | 118 | 118 |
Profitability (%) | 58.9074 | 57.8199 | 60 | 43.943 | 44.0758 | 43.8095 |
Ratio Avg Win / Avg Loss | 0.8026 | 0.9982 | 0.6507 | 1.1776 | 0.8713 | 1.4988 |
Largest Winning Trade | 75079 | 75079 | 40213 | 157121 | 53863 | 157121 |
Largest Losing Trade | -145360 | -39929 | -145360 | -179531 | -87403 | -179531 |
Avg Bars in Trades | 52 | 44 | 60 | 52 | 44 | 60 |
Avg Bars in Winners | 43 | 36 | 50 | 58 | 50 | 66 |
Avg Bars in Losers | 65 | 55 | 75 | 47 | 39 | 55 |
Bars Traded | 22108 | 9396 | 12712 | 22108 | 9396 | 12712 |
Profit Streak | 6.6586 | 6.6586 | 7.4086 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44823 | 303235 | -578258 | -579266 | -582532 | -156144 |
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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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