Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228741.1689 | 232240.6966 | -3499.5277 | -222221.1013 | -141505.3575 | -80715.7438 |
Total P&L (%) | 228.7412 | 232.2407 | -3.4995 | -222.2211 | -141.5054 | -80.7157 |
Avg Daily Profit (%) | 0.1853 | 0.1882 | -0.0028 | 0 | 0 | -0.1333 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163389 | -64790 | -134088 | -287989 | -120378 | -160085 |
Profit Factor | 1.2775 | 1.6757 | 0.9927 | 0.7527 | 0.6726 | 0.8269 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 111 | 53 | 58 | 49 | 26 | 23 |
Losing Trades | 48 | 26 | 22 | 110 | 53 | 57 |
Profitability (%) | 69.8113 | 67.0886 | 72.5 | 30.8176 | 32.9114 | 28.75 |
Ratio Avg Win / Avg Loss | 0.5525 | 0.8221 | 0.3765 | 1.6897 | 1.371 | 2.0494 |
Largest Winning Trade | 67849 | 67849 | 24049 | 69180 | 60974 | 69180 |
Largest Losing Trade | -134088 | -47573 | -134088 | -89713 | -50976 | -89713 |
Avg Bars in Trades | 91 | 98 | 84 | 91 | 98 | 84 |
Avg Bars in Winners | 57 | 57 | 57 | 157 | 172 | 140 |
Avg Bars in Losers | 169 | 180 | 155 | 61 | 61 | 61 |
Bars Traded | 14518 | 7770 | 6748 | 14518 | 7770 | 6748 |
Profit Streak | 17.3 | 17.3 | 39.8 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383568 | -15979 | -595613 | -584626 | -612715 | -610745 |
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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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