Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448772.5082 | 478405.2056 | -29632.6974 | -80464.6481 | 80697.1579 | -161161.8059 |
Total P&L (%) | 448.7725 | 478.4052 | -29.6327 | -80.4646 | 80.6972 | -161.1618 |
Avg Daily Profit (%) | 0.2404 | 0.2563 | -0.0159 | -0.0874 | 0.0317 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -278739 | -148675 | -249488 | -266118 | -93140 | -225515 |
Profit Factor | 1.3397 | 1.7165 | 0.9546 | 0.8712 | 1.3218 | 0.5689 |
Total Trades | 271 | 136 | 135 | 271 | 136 | 135 |
Winning Trades | 120 | 55 | 65 | 120 | 55 | 65 |
Losing Trades | 151 | 81 | 70 | 151 | 81 | 70 |
Profitability (%) | 44.2804 | 40.4412 | 48.1481 | 44.2804 | 40.4412 | 48.1481 |
Ratio Avg Win / Avg Loss | 1.6858 | 2.528 | 1.0281 | 1.0962 | 1.9467 | 0.6126 |
Largest Winning Trade | 369932 | 369932 | 81927 | 149758 | 149758 | 49521 |
Largest Losing Trade | -42004 | -39554 | -42004 | -114589 | -39620 | -114589 |
Avg Bars in Trades | 27 | 24 | 30 | 27 | 24 | 30 |
Avg Bars in Winners | 37 | 35 | 38 | 37 | 35 | 38 |
Avg Bars in Losers | 19 | 16 | 22 | 19 | 16 | 22 |
Bars Traded | 7381 | 3318 | 4063 | 7381 | 3318 | 4063 |
Profit Streak | 0 | 0 | 8.6186 | 0 | 0 | 8.6186 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319510 | 277994 | -579357 | -579640 | -152845 | -581023 |
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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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