Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 223236.5736 | 54370.9603 | 168865.6134 | -69184.8062 | 50808.3057 | -119993.1119 |
Total P&L (%) | 223.2366 | 54.371 | 168.8656 | -69.1848 | 50.8083 | -119.9931 |
Avg Daily Profit (%) | 0.1497 | 0.0365 | 0.1132 | -0.0789 | 0.0276 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122144 | -102567 | -124071 | -391898 | -117066 | -376734 |
Profit Factor | 1.2164 | 1.117 | 1.2977 | 0.9414 | 1.1193 | 0.8412 |
Total Trades | 284 | 142 | 142 | 284 | 142 | 142 |
Winning Trades | 153 | 71 | 82 | 153 | 71 | 82 |
Losing Trades | 131 | 71 | 60 | 131 | 71 | 60 |
Profitability (%) | 53.8732 | 50 | 57.7465 | 53.8732 | 50 | 57.7465 |
Ratio Avg Win / Avg Loss | 1.0415 | 1.117 | 0.9496 | 0.8061 | 1.1193 | 0.6155 |
Largest Winning Trade | 42477 | 41521 | 42477 | 115378 | 115378 | 74249 |
Largest Losing Trade | -92411 | -31491 | -92411 | -315373 | -66327 | -315373 |
Avg Bars in Trades | 19 | 17 | 22 | 19 | 17 | 22 |
Avg Bars in Winners | 18 | 14 | 22 | 18 | 14 | 22 |
Avg Bars in Losers | 21 | 20 | 22 | 21 | 20 | 22 |
Bars Traded | 5642 | 2471 | 3171 | 5642 | 2471 | 3171 |
Profit Streak | 11.8534 | 14.1034 | 0 | 11.8534 | 14.1034 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333177 | -236341 | -42315 | -577886 | -245896 | -579674 |
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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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