Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 567979.1434 | 617520.2937 | -49541.1504 | -62864.6124 | 1126938.6374 | -1189803.2498 |
Total P&L (%) | 567.9791 | 617.5203 | -49.5412 | -62.8646 | 1126.9386 | -1189.8033 |
Avg Daily Profit (%) | 0.2451 | 0.2664 | -0.0214 | -0.0427 | 0.1082 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196746 | -131421 | -236598 | -1422622 | -653421 | -1342804 |
Profit Factor | 1.3865 | 1.8121 | 0.9301 | 0.9818 | 1.7172 | 0.3697 |
Total Trades | 358 | 179 | 179 | 358 | 179 | 179 |
Winning Trades | 160 | 70 | 90 | 160 | 70 | 90 |
Losing Trades | 198 | 109 | 89 | 198 | 109 | 89 |
Profitability (%) | 44.6927 | 39.1061 | 50.2793 | 44.6927 | 39.1061 | 50.2793 |
Ratio Avg Win / Avg Loss | 1.7158 | 2.8218 | 0.9198 | 1.215 | 2.674 | 0.3656 |
Largest Winning Trade | 448480 | 448480 | 65882 | 1189357 | 1189357 | 59778 |
Largest Losing Trade | -61263 | -61263 | -50045 | -727934 | -490978 | -727934 |
Avg Bars in Trades | 18 | 18 | 19 | 18 | 18 | 19 |
Avg Bars in Winners | 26 | 28 | 24 | 26 | 28 | 24 |
Avg Bars in Losers | 12 | 11 | 14 | 12 | 11 | 14 |
Bars Traded | 6743 | 3275 | 3468 | 6743 | 3275 | 3468 |
Profit Streak | 0 | 4.2465 | 0 | 0 | 4.2465 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368352 | 305139 | -580082 | -579025 | -48392 | -580082 |
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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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