Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363600.8867 | 468777.9644 | -105177.0778 | -85967.7282 | 178004.7865 | -263972.5147 |
Total P&L (%) | 363.6009 | 468.778 | -105.1771 | -85.9677 | 178.0048 | -263.9725 |
Avg Daily Profit (%) | 0.1531 | 0.1973 | -0.0443 | -0.0826 | 0.0431 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206339 | -95912 | -224733 | -431628 | -231759 | -259019 |
Profit Factor | 1.2207 | 1.6432 | 0.8855 | 0.9389 | 1.2824 | 0.6597 |
Total Trades | 321 | 161 | 160 | 321 | 161 | 160 |
Winning Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Losing Trades | 174 | 88 | 86 | 174 | 88 | 86 |
Profitability (%) | 45.7944 | 45.3416 | 46.25 | 45.7944 | 45.3416 | 46.25 |
Ratio Avg Win / Avg Loss | 1.4449 | 1.9808 | 1.0291 | 1.1113 | 1.5459 | 0.7667 |
Largest Winning Trade | 213158 | 213158 | 70466 | 206821 | 206821 | 46012 |
Largest Losing Trade | -65903 | -58339 | -65903 | -104798 | -97418 | -104798 |
Avg Bars in Trades | 28 | 21 | 36 | 28 | 21 | 36 |
Avg Bars in Winners | 37 | 24 | 49 | 37 | 24 | 49 |
Avg Bars in Losers | 22 | 18 | 25 | 22 | 18 | 25 |
Bars Traded | 9290 | 3464 | 5826 | 9290 | 3464 | 5826 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 257037 | 340707 | -580286 | -578790 | -135563 | -581953 |
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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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