Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256706.0304 | 267788.7106 | -11082.6802 | -257242.2961 | 7091.0887 | -264333.3847 |
Total P&L (%) | 256.706 | 267.7887 | -11.0827 | -257.2423 | 7.0911 | -264.3334 |
Avg Daily Profit (%) | 0.2495 | 0.2603 | -0.0108 | 0 | 0.0067 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184997 | -161412 | -52213 | -263181 | -188726 | -133935 |
Profit Factor | 1.3274 | 1.6588 | 0.9706 | 0.7003 | 1.0187 | 0.4475 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 74 | 32 | 42 | 45 | 28 | 17 |
Losing Trades | 46 | 28 | 18 | 75 | 32 | 43 |
Profitability (%) | 61.6667 | 53.3333 | 70 | 37.5 | 46.6667 | 28.3333 |
Ratio Avg Win / Avg Loss | 0.8251 | 1.4515 | 0.416 | 1.1672 | 1.1642 | 1.132 |
Largest Winning Trade | 263508 | 263508 | 20931 | 64047 | 64047 | 38685 |
Largest Losing Trade | -162783 | -66676 | -162783 | -162783 | -98564 | -162783 |
Avg Bars in Trades | 199 | 243 | 154 | 199 | 243 | 154 |
Avg Bars in Winners | 133 | 145 | 123 | 295 | 356 | 195 |
Avg Bars in Losers | 305 | 356 | 225 | 141 | 145 | 138 |
Bars Traded | 23891 | 14623 | 9268 | 23891 | 14623 | 9268 |
Profit Streak | 0 | 0 | 51.7919 | 19.7919 | 61.9586 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304546 | -158581 | -746802 | -583097 | -719205 | -763692 |
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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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