Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 222873.7047 | 214452.8581 | 8420.8466 | -56342.9473 | -10149.7679 | -46193.1794 |
Total P&L (%) | 222.8737 | 214.4529 | 8.4208 | -56.3429 | -10.1498 | -46.1932 |
Avg Daily Profit (%) | 0.2191 | 0.2108 | 0.0083 | -0.0814 | -0.0105 | -0.0609 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221420 | -223921 | -49357 | -370881 | -304360 | -74470 |
Profit Factor | 1.2928 | 1.3824 | 1.042 | 0.94 | 0.9853 | 0.816 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 73 | 32 | 41 | 73 | 32 | 41 |
Losing Trades | 92 | 50 | 42 | 92 | 50 | 42 |
Profitability (%) | 44.2424 | 39.0244 | 49.3976 | 44.2424 | 39.0244 | 49.3976 |
Ratio Avg Win / Avg Loss | 1.6292 | 2.16 | 1.0674 | 1.1847 | 1.5395 | 0.8359 |
Largest Winning Trade | 205377 | 205377 | 23928 | 199685 | 199685 | 44632 |
Largest Losing Trade | -35532 | -35532 | -19735 | -64272 | -64272 | -58598 |
Avg Bars in Trades | 145 | 254 | 36 | 145 | 254 | 36 |
Avg Bars in Winners | 161 | 323 | 35 | 161 | 323 | 35 |
Avg Bars in Losers | 132 | 210 | 38 | 132 | 210 | 38 |
Bars Traded | 23968 | 20908 | 3059 | 23968 | 20908 | 3059 |
Profit Streak | 28.1225 | 28.1225 | 82.1641 | 28.1225 | 28.1225 | 82.1641 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324905 | 44135 | -520974 | -579021 | -586186 | -579886 |
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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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