Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210137.5376 | 88791.2704 | 121346.2673 | -646453.1186 | -152628.9761 | -493824.1425 |
Total P&L (%) | 210.1375 | 88.7913 | 121.3463 | -646.4531 | -152.629 | -493.8241 |
Avg Daily Profit (%) | 0.1866 | 0.0788 | 0.1078 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153105 | -57942 | -149711 | -1106554 | -362821 | -856011 |
Profit Factor | 1.4238 | 1.4561 | 1.4029 | 0.6594 | 0.7745 | 0.5956 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 100 | 45 | 55 | 71 | 38 | 33 |
Losing Trades | 65 | 38 | 27 | 94 | 45 | 49 |
Profitability (%) | 60.6061 | 54.2169 | 67.0732 | 43.0303 | 45.7831 | 40.2439 |
Ratio Avg Win / Avg Loss | 0.9255 | 1.2296 | 0.6887 | 0.873 | 0.9172 | 0.8844 |
Largest Winning Trade | 56373 | 56373 | 27548 | 121893 | 76634 | 121893 |
Largest Losing Trade | -136713 | -16174 | -136713 | -287668 | -60556 | -287668 |
Avg Bars in Trades | 39 | 36 | 43 | 39 | 36 | 43 |
Avg Bars in Winners | 40 | 39 | 41 | 38 | 28 | 49 |
Avg Bars in Losers | 38 | 32 | 46 | 40 | 42 | 39 |
Bars Traded | 6570 | 3010 | 3560 | 6570 | 3010 | 3560 |
Profit Streak | 0 | 0 | 0 | 25.2415 | 26.0749 | 25.2415 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321099 | -86428 | -52059 | -581159 | -581730 | -588487 |
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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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