Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 229252.8396 | 38903.4756 | 190349.364 | -68977.2922 | 55077.878 | -124055.1702 |
Total P&L (%) | 229.2528 | 38.9035 | 190.3494 | -68.9773 | 55.0779 | -124.0552 |
Avg Daily Profit (%) | 0.1549 | 0.0263 | 0.1286 | -0.0791 | 0.0297 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199660 | -59541 | -170894 | -1088647 | -279312 | -888466 |
Profit Factor | 1.2734 | 1.0994 | 1.4257 | 0.9668 | 1.0713 | 0.9048 |
Total Trades | 351 | 176 | 175 | 351 | 176 | 175 |
Winning Trades | 210 | 97 | 113 | 210 | 97 | 113 |
Losing Trades | 141 | 79 | 62 | 141 | 79 | 62 |
Profitability (%) | 59.8291 | 55.1136 | 64.5714 | 59.8291 | 55.1136 | 64.5714 |
Ratio Avg Win / Avg Loss | 0.855 | 0.8954 | 0.7822 | 0.6491 | 0.8725 | 0.4965 |
Largest Winning Trade | 49835 | 26119 | 49835 | 199460 | 76591 | 199460 |
Largest Losing Trade | -86993 | -22604 | -86993 | -453233 | -81819 | -453233 |
Avg Bars in Trades | 11 | 5 | 18 | 11 | 5 | 18 |
Avg Bars in Winners | 7 | 4 | 10 | 7 | 4 | 10 |
Avg Bars in Losers | 17 | 5 | 32 | 17 | 5 | 32 |
Bars Traded | 4129 | 893 | 3236 | 4129 | 893 | 3236 |
Profit Streak | 55.5299 | 94.5299 | 0 | 55.5299 | 94.5299 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339799 | -270305 | -19607 | -576829 | -295399 | -578250 |
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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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