Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 224840.5207 | 243986.5522 | -19146.0316 | -377477.5647 | -177938.2423 | -199539.3224 |
Total P&L (%) | 224.8405 | 243.9866 | -19.146 | -377.4776 | -177.9382 | -199.5393 |
Avg Daily Profit (%) | 0.1856 | 0.2014 | -0.0158 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169099 | -114546 | -166961 | -928820 | -502119 | -750233 |
Profit Factor | 1.1905 | 1.4885 | 0.9719 | 0.8853 | 0.8807 | 0.889 |
Total Trades | 335 | 167 | 168 | 335 | 167 | 168 |
Winning Trades | 176 | 87 | 89 | 164 | 87 | 77 |
Losing Trades | 159 | 80 | 79 | 171 | 80 | 91 |
Profitability (%) | 52.5373 | 52.0958 | 52.9762 | 48.9552 | 52.0958 | 45.8333 |
Ratio Avg Win / Avg Loss | 1.0755 | 1.3687 | 0.8627 | 0.923 | 0.8098 | 1.0507 |
Largest Winning Trade | 44545 | 44545 | 27312 | 384922 | 62061 | 384922 |
Largest Losing Trade | -148056 | -33364 | -148056 | -294613 | -101772 | -294613 |
Avg Bars in Trades | 21 | 22 | 20 | 21 | 22 | 20 |
Avg Bars in Winners | 19 | 20 | 18 | 20 | 21 | 19 |
Avg Bars in Losers | 23 | 24 | 22 | 21 | 23 | 20 |
Bars Traded | 7130 | 3716 | 3414 | 7130 | 3716 | 3414 |
Profit Streak | 9.5239 | 21.5239 | 9.5239 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57 | 388347 | -579124 | -579154 | -579909 | -580129 |
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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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