Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 187572.4545 | 304317.4121 | -116744.9576 | -100167.3199 | 19636.8212 | -119804.1411 |
Total P&L (%) | 187.5725 | 304.3174 | -116.745 | -100.1673 | 19.6368 | -119.8041 |
Avg Daily Profit (%) | 0.1005 | 0.163 | -0.0625 | 0 | 0.0096 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162292 | -128943 | -156746 | -106035 | -17711 | -102258 |
Profit Factor | 1.0984 | 1.3708 | 0.8925 | 0.3843 | 1.8572 | 0.1429 |
Total Trades | 321 | 161 | 160 | 321 | 161 | 160 |
Winning Trades | 157 | 78 | 79 | 164 | 86 | 78 |
Losing Trades | 164 | 83 | 81 | 157 | 75 | 82 |
Profitability (%) | 48.9097 | 48.4472 | 49.375 | 51.0903 | 53.4161 | 48.75 |
Ratio Avg Win / Avg Loss | 1.1474 | 1.4586 | 0.9151 | 0.3679 | 1.6196 | 0.1502 |
Largest Winning Trade | 181728 | 181728 | 42413 | 13068 | 13068 | 12316 |
Largest Losing Trade | -101192 | -36205 | -101192 | -80130 | -13667 | -80130 |
Avg Bars in Trades | 16 | 15 | 18 | 16 | 15 | 18 |
Avg Bars in Winners | 16 | 14 | 17 | 16 | 15 | 18 |
Avg Bars in Losers | 17 | 15 | 19 | 16 | 15 | 17 |
Bars Traded | 5396 | 2445 | 2951 | 5396 | 2445 | 2951 |
Profit Streak | 17.6209 | 17.6209 | 19.6209 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168569 | 300589 | -579903 | -578680 | -182601 | -580703 |
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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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