Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367614.7967 | 285538.9835 | 82075.8133 | 65079.0343 | 256473.4483 | -191394.4139 |
Total P&L (%) | 367.6148 | 285.539 | 82.0758 | 65.079 | 256.4734 | -191.3944 |
Avg Daily Profit (%) | 0.1765 | 0.1371 | 0.0394 | 0.0241 | 0.061 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133479 | -128496 | -123653 | -467140 | -482125 | -463976 |
Profit Factor | 1.2985 | 1.4457 | 1.1389 | 1.0177 | 1.1361 | 0.893 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 120 | 57 | 63 | 120 | 57 | 63 |
Losing Trades | 148 | 77 | 71 | 148 | 77 | 71 |
Profitability (%) | 44.7761 | 42.5373 | 47.0149 | 44.7761 | 42.5373 | 47.0149 |
Ratio Avg Win / Avg Loss | 1.6014 | 1.953 | 1.2835 | 1.2552 | 1.5347 | 1.0063 |
Largest Winning Trade | 88103 | 88103 | 48034 | 207448 | 207448 | 126520 |
Largest Losing Trade | -47783 | -33060 | -47783 | -201630 | -141691 | -201630 |
Avg Bars in Trades | 92 | 102 | 82 | 92 | 102 | 82 |
Avg Bars in Winners | 121 | 134 | 110 | 121 | 134 | 110 |
Avg Bars in Losers | 68 | 78 | 57 | 68 | 78 | 57 |
Bars Traded | 24788 | 13750 | 11038 | 24788 | 13750 | 11038 |
Profit Streak | 12.7049 | 15.2049 | 0 | 12.7049 | 15.2049 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309193 | -10485 | -209416 | -362098 | -183640 | -580471 |
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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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