Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160297.3038 | 306212.1573 | -145914.8535 | -99355.2739 | 166219.9778 | -265575.2517 |
Total P&L (%) | 160.2973 | 306.2122 | -145.9149 | -99.3553 | 166.22 | -265.5753 |
Avg Daily Profit (%) | 0.0856 | 0.1636 | -0.0779 | -0.2691 | 0.0523 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177455 | -129595 | -202335 | -403521 | -183222 | -317067 |
Profit Factor | 1.0715 | 1.3221 | 0.8871 | 0.9495 | 1.1962 | 0.7632 |
Total Trades | 555 | 278 | 277 | 555 | 278 | 277 |
Winning Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Losing Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Profitability (%) | 50.2703 | 50.3597 | 50.1805 | 50.2703 | 50.3597 | 50.1805 |
Ratio Avg Win / Avg Loss | 1.0599 | 1.3032 | 0.8807 | 0.9393 | 1.1791 | 0.7577 |
Largest Winning Trade | 67888 | 67888 | 42237 | 95551 | 56634 | 95551 |
Largest Losing Trade | -91728 | -42096 | -91728 | -155833 | -71116 | -155833 |
Avg Bars in Trades | 19 | 18 | 21 | 19 | 18 | 21 |
Avg Bars in Winners | 17 | 15 | 19 | 17 | 15 | 19 |
Avg Bars in Losers | 21 | 20 | 22 | 21 | 20 | 22 |
Bars Traded | 10916 | 5031 | 5885 | 10916 | 5031 | 5885 |
Profit Streak | 0 | 0 | 9.4042 | 0 | 0 | 9.4042 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -217348 | 315053 | -578917 | -577565 | -126583 | -578917 |
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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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