Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476002.0578 | 492235.3228 | -16233.265 | -49742.1866 | 9950.5443 | -59692.7309 |
Total P&L (%) | 476.0021 | 492.2353 | -16.2333 | -49.7422 | 9.9505 | -59.6927 |
Avg Daily Profit (%) | 0.2466 | 0.255 | -0.0084 | -0.0356 | 0.0049 | -0.0471 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133866 | -97798 | -185881 | -135030 | -87369 | -135307 |
Profit Factor | 1.3935 | 1.7851 | 0.9721 | 0.9426 | 1.0215 | 0.8524 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 89 | 35 | 54 | 89 | 35 | 54 |
Losing Trades | 111 | 65 | 46 | 111 | 65 | 46 |
Profitability (%) | 44.5 | 35 | 54 | 44.5 | 35 | 54 |
Ratio Avg Win / Avg Loss | 1.738 | 3.3152 | 0.8281 | 1.1756 | 1.8971 | 0.7261 |
Largest Winning Trade | 372726 | 372726 | 39504 | 71285 | 71285 | 28023 |
Largest Losing Trade | -45401 | -33333 | -45401 | -41510 | -26759 | -41510 |
Avg Bars in Trades | 56 | 61 | 50 | 56 | 61 | 50 |
Avg Bars in Winners | 74 | 86 | 66 | 74 | 86 | 66 |
Avg Bars in Losers | 41 | 48 | 32 | 41 | 48 | 32 |
Bars Traded | 11243 | 6198 | 5045 | 11243 | 6198 | 5045 |
Profit Streak | 26.7349 | 82.4016 | 0 | 26.7349 | 82.4016 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332473 | 241987 | -580547 | -579661 | -552543 | -580547 |
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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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