Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 224465.0954 | 225346.165 | -881.0695 | -39380.8995 | -60635.5195 | 21254.6201 |
Total P&L (%) | 224.4651 | 225.3462 | -0.8811 | -39.3809 | -60.6355 | 21.2546 |
Avg Daily Profit (%) | 0.2155 | 0.2163 | -0.0008 | -0.048 | -0.0895 | 0.0185 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136045 | -119589 | -33990 | -199769 | -184308 | -38677 |
Profit Factor | 1.3056 | 1.3957 | 0.9947 | 0.9576 | 0.9169 | 1.1069 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 113 | 48 | 65 | 113 | 48 | 65 |
Losing Trades | 140 | 78 | 62 | 140 | 78 | 62 |
Profitability (%) | 44.664 | 38.0952 | 51.1811 | 44.664 | 38.0952 | 51.1811 |
Ratio Avg Win / Avg Loss | 1.6176 | 2.268 | 0.9488 | 1.1864 | 1.4899 | 1.0559 |
Largest Winning Trade | 172648 | 172648 | 17870 | 126695 | 126695 | 19238 |
Largest Losing Trade | -30969 | -30969 | -15427 | -48809 | -48809 | -27670 |
Avg Bars in Trades | 97 | 186 | 9 | 97 | 186 | 9 |
Avg Bars in Winners | 112 | 250 | 10 | 112 | 250 | 10 |
Avg Bars in Losers | 86 | 146 | 9 | 86 | 146 | 9 |
Bars Traded | 24717 | 23449 | 1268 | 24717 | 23449 | 1268 |
Profit Streak | 5.4329 | 0 | 11.3912 | 5.4329 | 0 | 11.3912 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321812 | 168883 | -579930 | -579154 | -583960 | -276231 |
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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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