Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202260.0298 | 339849.9798 | -137589.95 | -116300.9642 | 606652.7585 | -722953.7227 |
Total P&L (%) | 202.26 | 339.85 | -137.59 | -116.301 | 606.6528 | -722.9537 |
Avg Daily Profit (%) | 0.1052 | 0.1768 | -0.0716 | 0 | 0.1018 | 0 |
Buy And Hold Return (%) | 74.3278 | 74.3278 | 74.3278 | 74.3278 | 74.3278 | 74.3278 |
Max Trade Drawdown | -207822 | -136182 | -268000 | -1936066 | -1175730 | -1376162 |
Profit Factor | 1.1477 | 1.5849 | 0.8255 | 0.9814 | 1.2001 | 0.7765 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 119 | 62 | 57 | 98 | 47 | 51 |
Losing Trades | 94 | 45 | 49 | 115 | 60 | 55 |
Profitability (%) | 55.8685 | 57.9439 | 53.7736 | 46.0094 | 43.9252 | 48.1132 |
Ratio Avg Win / Avg Loss | 0.9066 | 1.1503 | 0.7097 | 1.1517 | 1.532 | 0.8374 |
Largest Winning Trade | 120758 | 120758 | 39373 | 710492 | 710492 | 333092 |
Largest Losing Trade | -181041 | -46230 | -181041 | -722771 | -419036 | -722771 |
Avg Bars in Trades | 106 | 106 | 106 | 106 | 106 | 106 |
Avg Bars in Winners | 94 | 88 | 100 | 117 | 120 | 115 |
Avg Bars in Losers | 121 | 129 | 113 | 96 | 94 | 99 |
Bars Traded | 22670 | 11348 | 11322 | 22670 | 11348 | 11322 |
Profit Streak | 21.5734 | 62.5734 | 0 | 0 | 0 | 39.49 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113189 | 348611 | -580560 | -579548 | -58725 | -581236 |
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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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