Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 179720.6481 | 302413.743 | -122693.095 | -100595.4844 | 271719.2662 | -372314.7506 |
Total P&L (%) | 179.7206 | 302.4137 | -122.6931 | -100.5955 | 271.7193 | -372.3148 |
Avg Daily Profit (%) | 0.1127 | 0.1897 | -0.0769 | 0 | 0.0824 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -261953 | -163226 | -208304 | -398744 | -14273 | -404722 |
Profit Factor | 1.1245 | 1.3985 | 0.821 | 0.7918 | 7.4129 | 0.1555 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 120 | 58 | 62 | 97 | 52 | 45 |
Losing Trades | 96 | 50 | 46 | 119 | 56 | 63 |
Profitability (%) | 55.5556 | 53.7037 | 57.4074 | 44.9074 | 48.1481 | 41.6667 |
Ratio Avg Win / Avg Loss | 0.8996 | 1.2056 | 0.6091 | 0.9714 | 7.9831 | 0.2177 |
Largest Winning Trade | 240417 | 240417 | 29821 | 261599 | 261599 | 13755 |
Largest Losing Trade | -107200 | -39313 | -107200 | -397079 | -11558 | -397079 |
Avg Bars in Trades | 14 | 16 | 11 | 14 | 16 | 11 |
Avg Bars in Winners | 13 | 14 | 11 | 15 | 19 | 11 |
Avg Bars in Losers | 15 | 19 | 11 | 13 | 14 | 12 |
Bars Traded | 3099 | 1814 | 1285 | 3099 | 1814 | 1285 |
Profit Streak | 0 | 0 | 0 | 22.455 | 22.455 | 31.455 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125692 | 313554 | -579806 | -580308 | -74601 | -583467 |
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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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