Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328804.5009 | 375136.7361 | -46332.2351 | -100294.6928 | 291240.3891 | -391535.0819 |
Total P&L (%) | 328.8045 | 375.1367 | -46.3322 | -100.2947 | 291.2404 | -391.5351 |
Avg Daily Profit (%) | 0.1734 | 0.1979 | -0.0244 | 0 | 0.072 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186461 | -127247 | -159087 | -1456993 | -997742 | -1004478 |
Profit Factor | 1.19 | 1.4285 | 0.9458 | 0.9782 | 1.1177 | 0.8158 |
Total Trades | 331 | 165 | 166 | 331 | 165 | 166 |
Winning Trades | 171 | 81 | 90 | 171 | 86 | 85 |
Losing Trades | 160 | 84 | 76 | 160 | 79 | 81 |
Profitability (%) | 51.6616 | 49.0909 | 54.2169 | 51.6616 | 52.1212 | 51.2048 |
Ratio Avg Win / Avg Loss | 1.1134 | 1.4814 | 0.7987 | 0.9153 | 1.0267 | 0.7774 |
Largest Winning Trade | 222620 | 222620 | 35806 | 885700 | 885700 | 243944 |
Largest Losing Trade | -111569 | -35880 | -111569 | -377317 | -359805 | -377317 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 5557 | 2773 | 2784 | 5557 | 2773 | 2784 |
Profit Streak | 0 | 0 | 0 | 14.9704 | 76.6371 | 14.9704 |
Trades During Streak | 0 | 0 | 0 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -1945 | 313375 | -579639 | -577481 | -185506 | -579443 |
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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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