Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99369.2813 | 202456.3533 | -103087.072 | 240515.2645 | -127999.8701 | 368515.1345 |
Total P&L (%) | 99.3693 | 202.4564 | -103.0871 | 240.5153 | -127.9999 | 368.5151 |
Avg Daily Profit (%) | 0.0794 | 0.1618 | -0.0824 | 0.098 | 0 | 0.1235 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -228561 | -80271 | -223301 | -1421397 | -1066058 | -785995 |
Profit Factor | 1.0832 | 1.445 | 0.8604 | 1.031 | 0.9664 | 1.0934 |
Total Trades | 305 | 152 | 153 | 305 | 152 | 153 |
Winning Trades | 220 | 104 | 116 | 186 | 87 | 99 |
Losing Trades | 85 | 48 | 37 | 119 | 65 | 54 |
Profitability (%) | 72.1311 | 68.4211 | 75.817 | 60.9836 | 57.2368 | 64.7059 |
Ratio Avg Win / Avg Loss | 0.4185 | 0.6669 | 0.2745 | 0.6596 | 0.722 | 0.5964 |
Largest Winning Trade | 33631 | 33631 | 21180 | 774308 | 224804 | 774308 |
Largest Losing Trade | -215502 | -39059 | -215502 | -516923 | -322416 | -516923 |
Avg Bars in Trades | 7 | 7 | 8 | 7 | 7 | 8 |
Avg Bars in Winners | 5 | 4 | 5 | 5 | 5 | 5 |
Avg Bars in Losers | 15 | 14 | 17 | 11 | 10 | 13 |
Bars Traded | 2438 | 1165 | 1273 | 2438 | 1165 | 1273 |
Profit Streak | 0 | 33.5434 | 0 | 0 | 33.5434 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -212775 | 377977 | -576907 | -246934 | -578326 | -145139 |
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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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