Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 206948.0081 | 321349.0647 | -114401.0566 | -83370.1574 | -118460.3937 | 35090.2363 |
Total P&L (%) | 206.948 | 321.3491 | -114.4011 | -83.3702 | -118.4604 | 35.0902 |
Avg Daily Profit (%) | 0.1116 | 0.1733 | -0.0617 | -0.0967 | 0 | 0.0162 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -256918 | -111870 | -296166 | -705232 | -531624 | -537825 |
Profit Factor | 1.1643 | 1.6343 | 0.848 | 0.9674 | 0.9027 | 1.0262 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 111 | 48 | 63 | 113 | 49 | 64 |
Losing Trades | 96 | 55 | 41 | 94 | 54 | 40 |
Profitability (%) | 53.6232 | 46.6019 | 60.5769 | 54.5894 | 47.5728 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.007 | 1.8726 | 0.5519 | 0.8047 | 0.9948 | 0.6414 |
Largest Winning Trade | 92596 | 92596 | 46431 | 197517 | 174173 | 197517 |
Largest Losing Trade | -141164 | -59208 | -141164 | -380688 | -334713 | -380688 |
Avg Bars in Trades | 34 | 35 | 34 | 34 | 35 | 34 |
Avg Bars in Winners | 26 | 26 | 27 | 28 | 29 | 27 |
Avg Bars in Losers | 43 | 42 | 44 | 42 | 40 | 44 |
Bars Traded | 7186 | 3641 | 3546 | 7186 | 3641 | 3546 |
Profit Streak | 7.8229 | 0 | 61.0729 | 7.8229 | 0 | 61.0729 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81541 | 319892 | -578235 | -578423 | -582001 | -364568 |
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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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