Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361308.0449 | 337839.8359 | 23468.2089 | -17274.4693 | -28543.8572 | 11269.3879 |
Total P&L (%) | 361.308 | 337.8398 | 23.4682 | -17.2745 | -28.5439 | 11.2694 |
Avg Daily Profit (%) | 0.1913 | 0.1789 | 0.0124 | -0.01 | -0.0178 | 0.0057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176237 | -163071 | -24372 | -705798 | -663718 | -101689 |
Profit Factor | 1.5084 | 1.5745 | 1.1915 | 0.9897 | 0.9793 | 1.0371 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 83 | 45 | 38 | 83 | 45 | 38 |
Losing Trades | 82 | 37 | 45 | 82 | 37 | 45 |
Profitability (%) | 50.303 | 54.878 | 45.7831 | 50.303 | 54.878 | 45.7831 |
Ratio Avg Win / Avg Loss | 1.4903 | 1.2946 | 1.411 | 0.9778 | 0.8052 | 1.2282 |
Largest Winning Trade | 212631 | 212631 | 18416 | 238231 | 238231 | 116775 |
Largest Losing Trade | -79183 | -79183 | -16228 | -260090 | -260090 | -81396 |
Avg Bars in Trades | 22 | 44 | 1 | 22 | 44 | 1 |
Avg Bars in Winners | 20 | 37 | 1 | 20 | 37 | 1 |
Avg Bars in Losers | 24 | 52 | 1 | 24 | 52 | 1 |
Bars Traded | 3703 | 3614 | 89 | 3703 | 3614 | 89 |
Profit Streak | 0 | 41.8009 | 0 | 0 | 41.8009 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363095 | 213352 | -192366 | -579596 | -584053 | -492931 |
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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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