Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 422970.5929 | 280306.8286 | 142663.7643 | 48061.6384 | -217496.196 | 265557.8344 |
Total P&L (%) | 422.9706 | 280.3068 | 142.6638 | 48.0616 | -217.4962 | 265.5578 |
Avg Daily Profit (%) | 0.2231 | 0.1478 | 0.0752 | 0.0207 | 0 | 0.0684 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169836 | -147376 | -112178 | -754394 | -658366 | -301044 |
Profit Factor | 1.334 | 1.4073 | 1.2467 | 1.0141 | 0.8879 | 1.1816 |
Total Trades | 289 | 145 | 144 | 289 | 145 | 144 |
Winning Trades | 149 | 70 | 79 | 149 | 70 | 79 |
Losing Trades | 140 | 75 | 65 | 140 | 75 | 65 |
Profitability (%) | 51.5571 | 48.2759 | 54.8611 | 51.5571 | 48.2759 | 54.8611 |
Ratio Avg Win / Avg Loss | 1.2534 | 1.5079 | 1.0258 | 0.9529 | 0.9513 | 0.9722 |
Largest Winning Trade | 170163 | 170163 | 47032 | 256880 | 256880 | 163535 |
Largest Losing Trade | -62410 | -35254 | -62410 | -244146 | -244146 | -129262 |
Avg Bars in Trades | 77 | 66 | 89 | 77 | 66 | 89 |
Avg Bars in Winners | 76 | 55 | 94 | 76 | 55 | 94 |
Avg Bars in Losers | 79 | 76 | 82 | 79 | 76 | 82 |
Bars Traded | 22475 | 9627 | 12848 | 22475 | 9627 | 12848 |
Profit Streak | 0 | 0 | 79.3869 | 0 | 0 | 79.3869 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353641 | 192001 | -90891 | -371651 | -581618 | -122206 |
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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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