Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164736.3525 | 43284.7893 | 121451.5632 | 5161.5834 | -199422.7541 | 204584.3375 |
Total P&L (%) | 164.7364 | 43.2848 | 121.4516 | 5.1616 | -199.4228 | 204.5843 |
Avg Daily Profit (%) | 0.1594 | 0.0419 | 0.1175 | 0.0049 | 0 | 0.1078 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158429 | -116199 | -65056 | -859570 | -490817 | -493481 |
Profit Factor | 1.2525 | 1.1148 | 1.4414 | 1.0019 | 0.8634 | 1.1662 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Losing Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Profitability (%) | 49.1803 | 49.1803 | 49.1803 | 49.1803 | 49.1803 | 49.1803 |
Ratio Avg Win / Avg Loss | 1.2943 | 1.1519 | 1.4895 | 1.0353 | 0.8922 | 1.2051 |
Largest Winning Trade | 111536 | 111536 | 57799 | 202077 | 132105 | 202077 |
Largest Losing Trade | -41725 | -35505 | -41725 | -401009 | -198853 | -401009 |
Avg Bars in Trades | 48 | 51 | 46 | 48 | 51 | 46 |
Avg Bars in Winners | 50 | 45 | 54 | 50 | 45 | 54 |
Avg Bars in Losers | 47 | 56 | 38 | 47 | 56 | 38 |
Bars Traded | 11953 | 6256 | 5697 | 11953 | 6256 | 5697 |
Profit Streak | 13.0535 | 0 | 13.4702 | 13.0535 | 0 | 13.4702 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310822 | -233732 | -35105 | -568942 | -581326 | -86628 |
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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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