Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335211.9863 | 302495.4817 | 32716.5046 | -22068.6815 | 563595.763 | -585664.4445 |
Total P&L (%) | 335.212 | 302.4955 | 32.7165 | -22.0687 | 563.5958 | -585.6644 |
Avg Daily Profit (%) | 0.1891 | 0.1707 | 0.0185 | -0.0141 | 0.1068 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197987 | -156353 | -92242 | -1476646 | -757721 | -894435 |
Profit Factor | 1.3872 | 1.7075 | 1.0747 | 0.993 | 1.3976 | 0.6605 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Losing Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Profitability (%) | 51.4793 | 50 | 52.9412 | 51.4793 | 50 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.3075 | 1.7075 | 0.9553 | 0.9359 | 1.3976 | 0.5872 |
Largest Winning Trade | 179679 | 179679 | 68167 | 336286 | 336286 | 261458 |
Largest Losing Trade | -62604 | -35831 | -62604 | -462799 | -327316 | -462799 |
Avg Bars in Trades | 29 | 25 | 33 | 29 | 25 | 33 |
Avg Bars in Winners | 38 | 28 | 48 | 38 | 28 | 48 |
Avg Bars in Losers | 19 | 21 | 16 | 19 | 21 | 16 |
Bars Traded | 4962 | 2114 | 2848 | 4962 | 2114 | 2848 |
Profit Streak | 0 | 55.5519 | 0 | 0 | 55.5519 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341998 | 432689 | -311056 | -579423 | -47846 | -580723 |
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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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