Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374140.0463 | 414599.8924 | -40459.8461 | -94721.7053 | 116291.964 | -211013.6693 |
Total P&L (%) | 374.14 | 414.5999 | -40.4598 | -94.7217 | 116.292 | -211.0137 |
Avg Daily Profit (%) | 0.233 | 0.2582 | -0.0252 | -0.183 | 0.0481 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154566 | -119020 | -141038 | -226603 | -24712 | -236456 |
Profit Factor | 1.3276 | 1.749 | 0.9312 | 0.7692 | 2.1269 | 0.3132 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 88 | 35 | 53 | 88 | 35 | 53 |
Losing Trades | 111 | 64 | 47 | 111 | 64 | 47 |
Profitability (%) | 44.2211 | 35.3535 | 53 | 44.2211 | 35.3535 | 53 |
Ratio Avg Win / Avg Loss | 1.6746 | 3.1982 | 0.8258 | 0.9703 | 3.8892 | 0.2778 |
Largest Winning Trade | 331245 | 331245 | 35985 | 149537 | 149537 | 18795 |
Largest Losing Trade | -89802 | -42294 | -89802 | -206106 | -19163 | -206106 |
Avg Bars in Trades | 47 | 48 | 45 | 47 | 48 | 45 |
Avg Bars in Winners | 59 | 63 | 56 | 59 | 63 | 56 |
Avg Bars in Losers | 37 | 40 | 34 | 37 | 40 | 34 |
Bars Traded | 9384 | 4789 | 4595 | 9384 | 4789 | 4595 |
Profit Streak | 15.3972 | 0 | 56.5639 | 15.3972 | 0 | 56.5639 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311202 | 196141 | -579215 | -581400 | -130671 | -579215 |
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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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