Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322404.4631 | 340331.5956 | -17927.1325 | -90902.3197 | -100076.5893 | 9174.2696 |
Total P&L (%) | 322.4045 | 340.3316 | -17.9271 | -90.9023 | -100.0766 | 9.1743 |
Avg Daily Profit (%) | 0.2175 | 0.2296 | -0.0121 | -0.1616 | 0 | 0.0059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -267089 | -252852 | -76587 | -430871 | -450155 | -62031 |
Profit Factor | 1.3056 | 1.503 | 0.9526 | 0.8683 | 0.8183 | 1.0658 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 78 | 30 | 48 | 78 | 30 | 48 |
Losing Trades | 100 | 59 | 41 | 100 | 59 | 41 |
Profitability (%) | 43.8202 | 33.7079 | 53.9326 | 43.8202 | 33.7079 | 53.9326 |
Ratio Avg Win / Avg Loss | 1.6738 | 2.9559 | 0.8137 | 1.1132 | 1.6093 | 0.9104 |
Largest Winning Trade | 455608 | 455608 | 24444 | 357444 | 357444 | 38127 |
Largest Losing Trade | -51659 | -51659 | -39838 | -121355 | -121355 | -35881 |
Avg Bars in Trades | 16 | 25 | 7 | 16 | 25 | 7 |
Avg Bars in Winners | 15 | 26 | 8 | 15 | 26 | 8 |
Avg Bars in Losers | 16 | 24 | 6 | 16 | 24 | 6 |
Bars Traded | 2911 | 2238 | 673 | 2911 | 2238 | 673 |
Profit Streak | 12.3282 | 0 | 16.8282 | 12.3282 | 0 | 16.8282 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303285 | 141661 | -579238 | -579686 | -584374 | -498973 |
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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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