Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264682.7041 | 89652.4699 | 175030.2342 | 9007.1703 | 41523.86 | -32516.6896 |
Total P&L (%) | 264.6827 | 89.6525 | 175.0302 | 9.0072 | 41.5239 | -32.5167 |
Avg Daily Profit (%) | 0.1792 | 0.0607 | 0.1185 | 0.0058 | 0.0235 | -0.0266 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164217 | -100513 | -131525 | -382501 | -168524 | -312020 |
Profit Factor | 1.2011 | 1.1547 | 1.2377 | 1.0054 | 1.0605 | 0.9671 |
Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
Winning Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Losing Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Profitability (%) | 51.462 | 51.462 | 51.462 | 51.462 | 51.462 | 51.462 |
Ratio Avg Win / Avg Loss | 1.1329 | 1.0891 | 1.1674 | 0.9483 | 1.0003 | 0.9122 |
Largest Winning Trade | 76247 | 76247 | 45115 | 98504 | 96299 | 98504 |
Largest Losing Trade | -47886 | -35114 | -47886 | -90234 | -52573 | -90234 |
Avg Bars in Trades | 16 | 14 | 18 | 16 | 14 | 18 |
Avg Bars in Winners | 16 | 14 | 19 | 16 | 14 | 19 |
Avg Bars in Losers | 16 | 15 | 17 | 16 | 15 | 17 |
Bars Traded | 5736 | 2555 | 3181 | 5736 | 2555 | 3181 |
Profit Streak | 8.5298 | 24.7798 | 8.5298 | 8.5298 | 24.7798 | 8.5298 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370858 | -160399 | -33592 | -563699 | -315624 | -579299 |
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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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