Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 398142.8031 | 322098.3839 | 76044.4192 | -38952.152 | -67980.646 | 29028.494 |
Total P&L (%) | 398.1428 | 322.0984 | 76.0444 | -38.9522 | -67.9806 | 29.0285 |
Avg Daily Profit (%) | 0.2073 | 0.1677 | 0.0396 | -0.0257 | -0.0593 | 0.0133 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177967 | -153243 | -67807 | -434071 | -470917 | -129571 |
Profit Factor | 1.315 | 1.3387 | 1.2429 | 0.9841 | 0.9638 | 1.0508 |
Total Trades | 375 | 187 | 188 | 375 | 187 | 188 |
Winning Trades | 161 | 76 | 85 | 161 | 76 | 85 |
Losing Trades | 214 | 111 | 103 | 214 | 111 | 103 |
Profitability (%) | 42.9333 | 40.6417 | 45.2128 | 42.9333 | 40.6417 | 45.2128 |
Ratio Avg Win / Avg Loss | 1.7478 | 1.9552 | 1.5061 | 1.3081 | 1.4077 | 1.2734 |
Largest Winning Trade | 370728 | 370728 | 20251 | 387806 | 387806 | 34198 |
Largest Losing Trade | -31130 | -31130 | -12809 | -104119 | -104119 | -29009 |
Avg Bars in Trades | 29 | 54 | 4 | 29 | 54 | 4 |
Avg Bars in Winners | 40 | 79 | 5 | 40 | 79 | 5 |
Avg Bars in Losers | 21 | 37 | 3 | 21 | 37 | 3 |
Bars Traded | 11061 | 10266 | 795 | 11061 | 10266 | 795 |
Profit Streak | 0 | 71.4144 | 0 | 0 | 71.4144 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304551 | 235007 | -140329 | -579621 | -581359 | -344066 |
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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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