Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362991.6049 | 337518.583 | 25473.0219 | -75627.8464 | 174263.9254 | -249891.7718 |
Total P&L (%) | 362.9916 | 337.5186 | 25.473 | -75.6278 | 174.2639 | -249.8918 |
Avg Daily Profit (%) | 0.195 | 0.1813 | 0.0137 | -0.0758 | 0.0542 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156860 | -121535 | -138556 | -194308 | -83228 | -275950 |
Profit Factor | 1.2149 | 1.507 | 1.0249 | 0.9239 | 1.504 | 0.6146 |
Total Trades | 331 | 165 | 166 | 331 | 165 | 166 |
Winning Trades | 158 | 76 | 82 | 158 | 76 | 82 |
Losing Trades | 173 | 89 | 84 | 173 | 89 | 84 |
Profitability (%) | 47.7341 | 46.0606 | 49.3976 | 47.7341 | 46.0606 | 49.3976 |
Ratio Avg Win / Avg Loss | 1.3302 | 1.7648 | 1.0499 | 1.0116 | 1.7613 | 0.6296 |
Largest Winning Trade | 76172 | 76172 | 48019 | 86084 | 86084 | 35680 |
Largest Losing Trade | -89744 | -26804 | -89744 | -66495 | -28305 | -66495 |
Avg Bars in Trades | 11 | 11 | 10 | 11 | 11 | 10 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
Bars Traded | 3666 | 1882 | 1784 | 3666 | 1882 | 1784 |
Profit Streak | 10.559 | 0 | 28.559 | 10.559 | 0 | 28.559 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321122 | 323130 | -369858 | -577333 | -119024 | -579412 |
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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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