Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161894.4311 | 288788.8754 | -126894.4443 | -89520.9162 | 45944.7581 | -135465.6743 |
Total P&L (%) | 161.8944 | 288.7889 | -126.8944 | -89.5209 | 45.9448 | -135.4657 |
Avg Daily Profit (%) | 0.0864 | 0.1541 | -0.0677 | -0.1203 | 0.0202 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185886 | -107621 | -260180 | -126553 | -29385 | -147218 |
Profit Factor | 1.1143 | 1.4423 | 0.8338 | 0.7492 | 1.328 | 0.3753 |
Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Winning Trades | 133 | 71 | 62 | 133 | 71 | 62 |
Losing Trades | 146 | 69 | 77 | 146 | 69 | 77 |
Profitability (%) | 47.6703 | 50.7143 | 44.6043 | 47.6703 | 50.7143 | 44.6043 |
Ratio Avg Win / Avg Loss | 1.2232 | 1.4017 | 1.0355 | 0.8224 | 1.2906 | 0.4661 |
Largest Winning Trade | 132950 | 132950 | 54347 | 39008 | 39008 | 11439 |
Largest Losing Trade | -65639 | -38854 | -65639 | -56050 | -15555 | -56050 |
Avg Bars in Trades | 25 | 21 | 29 | 25 | 21 | 29 |
Avg Bars in Winners | 28 | 22 | 35 | 28 | 22 | 35 |
Avg Bars in Losers | 23 | 20 | 25 | 23 | 20 | 25 |
Bars Traded | 7166 | 3007 | 4158 | 7166 | 3007 | 4158 |
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 | -171585 | 301295 | -581117 | -579946 | -167160 | -582784 |
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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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