Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368572.9496 | 335891.5021 | 32681.4475 | -8185.8974 | 427017.2972 | -435203.1946 |
Total P&L (%) | 368.573 | 335.8915 | 32.6814 | -8.1859 | 427.0173 | -435.2032 |
Avg Daily Profit (%) | 0.1978 | 0.1802 | 0.0175 | -0.0046 | 0.0892 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166220 | -120132 | -116819 | -611117 | -360144 | -504386 |
Profit Factor | 1.3012 | 1.5459 | 1.0537 | 0.9963 | 1.4147 | 0.6275 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Losing Trades | 97 | 47 | 50 | 97 | 47 | 50 |
Profitability (%) | 45.1977 | 46.5909 | 43.8202 | 45.1977 | 46.5909 | 43.8202 |
Ratio Avg Win / Avg Loss | 1.5777 | 1.7721 | 1.3509 | 1.208 | 1.6217 | 0.8045 |
Largest Winning Trade | 101713 | 101713 | 47593 | 215851 | 215851 | 92674 |
Largest Losing Trade | -43408 | -42957 | -43408 | -116601 | -91961 | -116601 |
Avg Bars in Trades | 30 | 33 | 27 | 30 | 33 | 27 |
Avg Bars in Winners | 43 | 45 | 40 | 43 | 45 | 40 |
Avg Bars in Losers | 20 | 22 | 17 | 20 | 22 | 17 |
Bars Traded | 5396 | 2937 | 2458 | 5396 | 2937 | 2458 |
Profit Streak | 14.0582 | 0 | 15.0582 | 14.0582 | 0 | 15.0582 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304544 | 306180 | -335593 | -579455 | -73592 | -582633 |
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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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