Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455646.4141 | 345297.2636 | 110349.1505 | -67922.6644 | -162584.0145 | 94661.3501 |
Total P&L (%) | 455.6464 | 345.2973 | 110.3492 | -67.9227 | -162.584 | 94.6614 |
Avg Daily Profit (%) | 0.3083 | 0.2336 | 0.0747 | -0.0769 | 0 | 0.0451 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143197 | -99731 | -109906 | -389531 | -307033 | -234631 |
Profit Factor | 1.4487 | 1.7339 | 1.2025 | 0.9496 | 0.7437 | 1.1328 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 111 | 48 | 63 | 111 | 48 | 63 |
Losing Trades | 137 | 76 | 61 | 137 | 76 | 61 |
Profitability (%) | 44.7581 | 38.7097 | 50.8065 | 44.7581 | 38.7097 | 50.8065 |
Ratio Avg Win / Avg Loss | 1.788 | 2.7453 | 1.1643 | 1.172 | 1.1776 | 1.0968 |
Largest Winning Trade | 264873 | 264873 | 67864 | 143954 | 109987 | 143954 |
Largest Losing Trade | -95218 | -20451 | -95218 | -201201 | -57628 | -201201 |
Avg Bars in Trades | 11 | 9 | 13 | 11 | 9 | 13 |
Avg Bars in Winners | 17 | 14 | 19 | 17 | 14 | 19 |
Avg Bars in Losers | 6 | 5 | 8 | 6 | 5 | 8 |
Bars Traded | 2851 | 1118 | 1733 | 2851 | 1118 | 1733 |
Profit Streak | 0 | 0 | 11.6908 | 0 | 0 | 11.6908 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366732 | 246862 | -92984 | -579574 | -583449 | -206364 |
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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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