Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 421256.9907 | 449975.5526 | -28718.562 | -71567.5092 | 60191.0913 | -131758.6004 |
Total P&L (%) | 421.257 | 449.9756 | -28.7186 | -71.5675 | 60.1911 | -131.7586 |
Avg Daily Profit (%) | 0.1686 | 0.1801 | -0.0115 | -0.0503 | 0.0189 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -227904 | -181478 | -139270 | -238827 | -140731 | -163418 |
Profit Factor | 1.4651 | 1.9508 | 0.9336 | 0.9009 | 1.1625 | 0.6253 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 68 | 29 | 39 | 68 | 29 | 39 |
Losing Trades | 93 | 52 | 41 | 93 | 52 | 41 |
Profitability (%) | 42.236 | 35.8025 | 48.75 | 42.236 | 35.8025 | 48.75 |
Ratio Avg Win / Avg Loss | 2.0037 | 3.498 | 0.9815 | 1.2321 | 2.0845 | 0.6574 |
Largest Winning Trade | 488303 | 488303 | 58489 | 165419 | 165419 | 33977 |
Largest Losing Trade | -48320 | -30854 | -48320 | -73462 | -63385 | -73462 |
Avg Bars in Trades | 91 | 76 | 107 | 91 | 76 | 107 |
Avg Bars in Winners | 125 | 107 | 138 | 125 | 107 | 138 |
Avg Bars in Losers | 67 | 59 | 77 | 67 | 59 | 77 |
Bars Traded | 14795 | 6189 | 8606 | 14795 | 6189 | 8606 |
Profit Streak | 45.252 | 52.5853 | 45.252 | 45.252 | 52.5853 | 45.252 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323244 | -4849 | -599302 | -579688 | -224955 | -599302 |
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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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