Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 319340.3858 | 293424.0018 | 25916.384 | -29115.2255 | 466740.3517 | -495855.5771 |
Total P&L (%) | 319.3404 | 293.424 | 25.9164 | -29.1152 | 466.7404 | -495.8556 |
Avg Daily Profit (%) | 0.1801 | 0.1655 | 0.0146 | -0.0194 | 0.0979 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194144 | -156089 | -108651 | -1495438 | -885327 | -785997 |
Profit Factor | 1.3811 | 1.6838 | 1.0634 | 0.991 | 1.3008 | 0.7063 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Losing Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Profitability (%) | 49.7006 | 49.3976 | 50 | 49.7006 | 49.3976 | 50 |
Ratio Avg Win / Avg Loss | 1.3978 | 1.7248 | 1.0634 | 1.003 | 1.3325 | 0.7063 |
Largest Winning Trade | 179679 | 179679 | 68382 | 375003 | 375003 | 324919 |
Largest Losing Trade | -62604 | -29210 | -62604 | -406839 | -309302 | -406839 |
Avg Bars in Trades | 29 | 25 | 33 | 29 | 25 | 33 |
Avg Bars in Winners | 40 | 30 | 49 | 40 | 30 | 49 |
Avg Bars in Losers | 19 | 20 | 17 | 19 | 20 | 17 |
Bars Traded | 4963 | 2127 | 2836 | 4963 | 2127 | 2836 |
Profit Streak | 0 | 55.9771 | 0 | 0 | 55.9771 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326415 | 420880 | -327903 | -578075 | -60998 | -581107 |
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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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