Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 424130.5143 | 368649.3469 | 55481.1674 | -14679.2839 | 15082.8607 | -29762.1446 |
Total P&L (%) | 424.1305 | 368.6493 | 55.4812 | -14.6793 | 15.0829 | -29.7621 |
Avg Daily Profit (%) | 0.2435 | 0.2116 | 0.0319 | -0.0091 | 0.0081 | -0.0203 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146850 | -130136 | -116912 | -188909 | -141020 | -119613 |
Profit Factor | 1.3326 | 1.6437 | 1.079 | 0.989 | 1.0253 | 0.9596 |
Total Trades | 301 | 151 | 150 | 301 | 151 | 150 |
Winning Trades | 138 | 56 | 82 | 138 | 56 | 82 |
Losing Trades | 163 | 95 | 68 | 163 | 95 | 68 |
Profitability (%) | 45.8472 | 37.0861 | 54.6667 | 45.8472 | 37.0861 | 54.6667 |
Ratio Avg Win / Avg Loss | 1.574 | 2.7884 | 0.8947 | 1.1682 | 1.7393 | 0.7958 |
Largest Winning Trade | 257954 | 257954 | 55949 | 93133 | 93133 | 50198 |
Largest Losing Trade | -60427 | -28019 | -60427 | -65182 | -36467 | -65182 |
Avg Bars in Trades | 34 | 28 | 40 | 34 | 28 | 40 |
Avg Bars in Winners | 49 | 42 | 53 | 49 | 42 | 53 |
Avg Bars in Losers | 21 | 20 | 23 | 21 | 20 | 23 |
Bars Traded | 10293 | 4289 | 6004 | 10293 | 4289 | 6004 |
Profit Streak | 0 | 0 | 16.3132 | 0 | 0 | 16.3132 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336453 | 227688 | -285233 | -579152 | -388364 | -579366 |
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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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