Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292321.2447 | 397091.5907 | -104770.346 | -91334.528 | 29866.0858 | -121200.6138 |
Total P&L (%) | 292.3212 | 397.0916 | -104.7703 | -91.3345 | 29.8661 | -121.2006 |
Avg Daily Profit (%) | 0.1507 | 0.2047 | -0.054 | -0.126 | 0.0135 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -340998 | -265268 | -179565 | -384021 | -355772 | -133068 |
Profit Factor | 1.2444 | 1.5443 | 0.7755 | 0.9011 | 1.0494 | 0.6192 |
Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
Winning Trades | 119 | 51 | 68 | 119 | 51 | 68 |
Losing Trades | 126 | 71 | 55 | 126 | 71 | 55 |
Profitability (%) | 48.5714 | 41.8033 | 55.2846 | 48.5714 | 41.8033 | 55.2846 |
Ratio Avg Win / Avg Loss | 1.3176 | 2.1499 | 0.6272 | 0.9541 | 1.4609 | 0.5008 |
Largest Winning Trade | 353123 | 353123 | 19108 | 302620 | 302620 | 43613 |
Largest Losing Trade | -40213 | -40213 | -39672 | -78521 | -78521 | -64720 |
Avg Bars in Trades | 23 | 33 | 13 | 23 | 33 | 13 |
Avg Bars in Winners | 27 | 45 | 13 | 27 | 45 | 13 |
Avg Bars in Losers | 19 | 24 | 12 | 19 | 24 | 12 |
Bars Traded | 5679 | 4059 | 1620 | 5679 | 4059 | 1620 |
Profit Streak | 0 | 109.6649 | 0 | 0 | 109.6649 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 286114 | 300928 | -580042 | -579773 | -346195 | -580042 |
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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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