Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239576.7504 | 286940.8083 | -47364.0579 | -74342.5015 | 184355.6261 | -258698.1276 |
Total P&L (%) | 239.5768 | 286.9408 | -47.3641 | -74.3425 | 184.3556 | -258.6981 |
Avg Daily Profit (%) | 0.1498 | 0.1794 | -0.0296 | -0.085 | 0.0654 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195435 | -160295 | -90523 | -271324 | -145160 | -243158 |
Profit Factor | 1.2648 | 1.6111 | 0.8912 | 0.9329 | 1.3721 | 0.5775 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Profitability (%) | 46.7066 | 45.2381 | 48.1928 | 46.7066 | 45.2381 | 48.1928 |
Ratio Avg Win / Avg Loss | 1.4432 | 1.9502 | 0.958 | 1.0645 | 1.6609 | 0.6208 |
Largest Winning Trade | 227670 | 227670 | 63117 | 192752 | 192752 | 61620 |
Largest Losing Trade | -39214 | -38380 | -39214 | -115475 | -45444 | -115475 |
Avg Bars in Trades | 27 | 21 | 32 | 27 | 21 | 32 |
Avg Bars in Winners | 37 | 28 | 45 | 37 | 28 | 45 |
Avg Bars in Losers | 18 | 15 | 20 | 18 | 15 | 20 |
Bars Traded | 4535 | 1805 | 2730 | 4535 | 1805 | 2730 |
Profit Streak | 0 | 0 | 19.808 | 0 | 0 | 19.808 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 238402 | 309275 | -581256 | -579239 | -105939 | -581256 |
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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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