Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436952.5748 | 370648.2106 | 66304.3642 | 58829.9005 | 100200.0928 | -41370.1923 |
Total P&L (%) | 436.9526 | 370.6482 | 66.3044 | 58.8299 | 100.2001 | -41.3702 |
Avg Daily Profit (%) | 0.1907 | 0.1618 | 0.0289 | 0.0202 | 0.0303 | -0.0233 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150398 | -160888 | -122225 | -320124 | -313913 | -174249 |
Profit Factor | 1.4543 | 1.761 | 1.1396 | 1.037 | 1.1243 | 0.9471 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 78 | 33 | 45 | 78 | 33 | 45 |
Losing Trades | 89 | 51 | 38 | 89 | 51 | 38 |
Profitability (%) | 46.7066 | 39.2857 | 54.2169 | 46.7066 | 39.2857 | 54.2169 |
Ratio Avg Win / Avg Loss | 1.6594 | 2.7216 | 0.9624 | 1.1833 | 1.7376 | 0.7998 |
Largest Winning Trade | 157627 | 157627 | 64118 | 163350 | 163350 | 61793 |
Largest Losing Trade | -44771 | -36450 | -44771 | -92862 | -86070 | -92862 |
Avg Bars in Trades | 39 | 28 | 50 | 39 | 28 | 50 |
Avg Bars in Winners | 55 | 42 | 65 | 55 | 42 | 65 |
Avg Bars in Losers | 25 | 20 | 32 | 25 | 20 | 32 |
Bars Traded | 6619 | 2433 | 4187 | 6619 | 2433 | 4187 |
Profit Streak | 0 | 0 | 45.9238 | 0 | 0 | 45.9238 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333846 | 230944 | -222278 | -346823 | -239281 | -580006 |
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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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