Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 145176.2533 | -29654.3948 | 174830.6482 | 4589.8212 | -35695.6345 | 40285.4558 |
Total P&L (%) | 145.1763 | -29.6544 | 174.8306 | 4.5898 | -35.6956 | 40.2855 |
Avg Daily Profit (%) | 0.1404 | -0.0287 | 0.1691 | 0.0043 | -0.0427 | 0.0327 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124209 | -128323 | -60008 | -165241 | -123878 | -94422 |
Profit Factor | 1.1517 | 0.9449 | 1.4175 | 1.0062 | 0.9091 | 1.1143 |
Total Trades | 308 | 154 | 154 | 308 | 154 | 154 |
Winning Trades | 169 | 78 | 91 | 169 | 78 | 91 |
Losing Trades | 139 | 76 | 63 | 139 | 76 | 63 |
Profitability (%) | 54.8701 | 50.6494 | 59.0909 | 54.8701 | 50.6494 | 59.0909 |
Ratio Avg Win / Avg Loss | 0.9473 | 0.9207 | 0.9814 | 0.8276 | 0.8858 | 0.7715 |
Largest Winning Trade | 44077 | 44077 | 32637 | 60481 | 60481 | 32637 |
Largest Losing Trade | -39032 | -27991 | -39032 | -60979 | -23091 | -60979 |
Avg Bars in Trades | 19 | 22 | 17 | 19 | 22 | 17 |
Avg Bars in Winners | 16 | 18 | 15 | 16 | 18 | 15 |
Avg Bars in Losers | 23 | 26 | 20 | 23 | 26 | 20 |
Bars Traded | 6149 | 3477 | 2672 | 6149 | 3477 | 2672 |
Profit Streak | 0 | 0 | 40.9754 | 0 | 0 | 40.9754 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58396 | -580164 | 349381 | -565695 | -580164 | -244569 |
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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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