Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205221.6821 | 147544.7245 | 57676.9576 | -566512.7297 | -200358.1475 | -366154.5822 |
Total P&L (%) | 205.2217 | 147.5447 | 57.677 | -566.5127 | -200.3581 | -366.1546 |
Avg Daily Profit (%) | 0.166 | 0.1193 | 0.0467 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172406 | -52899 | -138671 | -679402 | -324384 | -490457 |
Profit Factor | 1.433 | 1.7388 | 1.2103 | 0.6342 | 0.7286 | 0.5481 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 127 | 63 | 64 | 37 | 19 | 18 |
Losing Trades | 29 | 15 | 14 | 119 | 59 | 60 |
Profitability (%) | 81.4103 | 80.7692 | 82.0513 | 23.7179 | 24.359 | 23.0769 |
Ratio Avg Win / Avg Loss | 0.3272 | 0.414 | 0.2647 | 2.0396 | 2.2626 | 1.8269 |
Largest Winning Trade | 19530 | 19530 | 15727 | 240718 | 240718 | 114748 |
Largest Losing Trade | -138671 | -51212 | -138671 | -191387 | -57001 | -191387 |
Avg Bars in Trades | 21 | 24 | 18 | 21 | 24 | 18 |
Avg Bars in Winners | 11 | 11 | 10 | 42 | 50 | 33 |
Avg Bars in Losers | 67 | 80 | 54 | 15 | 16 | 14 |
Bars Traded | 3385 | 1939 | 1446 | 3385 | 1939 | 1446 |
Profit Streak | 20.871 | 25.2043 | 20.871 | 0 | 0 | 0 |
Trades During Streak | 6 | 5 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488262 | -61562 | -161902 | -612370 | -644820 | -650471 |
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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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