Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388017.9936 | 336486.7169 | 51531.2767 | -88444.2649 | 213371.8562 | -301816.121 |
Total P&L (%) | 388.018 | 336.4867 | 51.5313 | -88.4443 | 213.3719 | -301.8161 |
Avg Daily Profit (%) | 0.2061 | 0.1787 | 0.0274 | -0.1146 | 0.0607 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -214044 | -146017 | -108942 | -560872 | -401888 | -401122 |
Profit Factor | 1.4179 | 1.76 | 1.1061 | 0.9364 | 1.3685 | 0.6277 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 57.3427 | 55.5556 | 59.1549 | 57.3427 | 55.5556 | 59.1549 |
Ratio Avg Win / Avg Loss | 1.0548 | 1.408 | 0.7637 | 0.6966 | 1.0948 | 0.4334 |
Largest Winning Trade | 148822 | 148822 | 42663 | 281888 | 281888 | 106243 |
Largest Losing Trade | -96449 | -56057 | -96449 | -339952 | -181069 | -339952 |
Avg Bars in Trades | 51 | 56 | 47 | 51 | 56 | 47 |
Avg Bars in Winners | 49 | 52 | 46 | 49 | 52 | 46 |
Avg Bars in Losers | 54 | 60 | 48 | 54 | 60 | 48 |
Bars Traded | 7385 | 4043 | 3342 | 7385 | 4043 | 3342 |
Profit Streak | 0 | 0 | 168.885 | 0 | 0 | 168.885 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353079 | -68794 | -347135 | -579447 | -189849 | -664860 |
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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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