Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263112.7954 | 408750.2793 | -145637.4839 | -131132.7037 | 432110.5656 | -563243.2694 |
Total P&L (%) | 263.1128 | 408.7503 | -145.6375 | -131.1327 | 432.1106 | -563.2433 |
Avg Daily Profit (%) | 0.1052 | 0.1634 | -0.0582 | 0 | 0.0668 | 0 |
Buy And Hold Return (%) | 81.0249 | 81.0249 | 81.0249 | 81.0249 | 81.0249 | 81.0249 |
Max Trade Drawdown | -409228 | -175304 | -258689 | -834081 | -137086 | -753384 |
Profit Factor | 1.2085 | 1.6617 | 0.7739 | 0.907 | 2.0038 | 0.425 |
Total Trades | 303 | 152 | 151 | 303 | 152 | 151 |
Winning Trades | 153 | 71 | 82 | 162 | 87 | 75 |
Losing Trades | 150 | 81 | 69 | 141 | 65 | 76 |
Profitability (%) | 50.4951 | 46.7105 | 54.3046 | 53.4653 | 57.2368 | 49.6689 |
Ratio Avg Win / Avg Loss | 1.1848 | 1.8957 | 0.6512 | 0.7894 | 1.4971 | 0.4307 |
Largest Winning Trade | 327026 | 327026 | 35614 | 338698 | 338698 | 58963 |
Largest Losing Trade | -135600 | -47349 | -135600 | -672790 | -137086 | -672790 |
Avg Bars in Trades | 24 | 23 | 26 | 24 | 23 | 26 |
Avg Bars in Winners | 27 | 26 | 29 | 22 | 20 | 24 |
Avg Bars in Losers | 21 | 20 | 23 | 27 | 25 | 28 |
Bars Traded | 7493 | 3509 | 3984 | 7493 | 3509 | 3984 |
Profit Streak | 4.5586 | 4.5586 | 16.2253 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53264 | 312958 | -579130 | -578466 | -100649 | -580393 |
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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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