Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448843.793 | 500648.516 | -51804.723 | -86703.5793 | -180222.4936 | 93518.9143 |
Total P&L (%) | 448.8438 | 500.6485 | -51.8047 | -86.7036 | -180.2225 | 93.5189 |
Avg Daily Profit (%) | 0.1896 | 0.2114 | -0.0219 | -0.0852 | 0 | 0.0279 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215907 | -192709 | -57241 | -1121951 | -1130983 | -97023 |
Profit Factor | 1.3279 | 1.472 | 0.8319 | 0.9722 | 0.9309 | 1.1847 |
Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Winning Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Losing Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Profitability (%) | 43.6293 | 43.4109 | 43.8462 | 43.6293 | 43.4109 | 43.8462 |
Ratio Avg Win / Avg Loss | 1.7157 | 1.9188 | 1.0654 | 1.2561 | 1.2135 | 1.5172 |
Largest Winning Trade | 326184 | 326184 | 16817 | 414071 | 414071 | 90986 |
Largest Losing Trade | -61070 | -61070 | -16419 | -485225 | -485225 | -51846 |
Avg Bars in Trades | 53 | 100 | 6 | 53 | 100 | 6 |
Avg Bars in Winners | 52 | 99 | 7 | 52 | 99 | 7 |
Avg Bars in Losers | 54 | 101 | 6 | 54 | 101 | 6 |
Bars Traded | 13868 | 12995 | 873 | 13868 | 12995 | 873 |
Profit Streak | 17.697 | 0 | 43.8637 | 17.697 | 0 | 43.8637 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300286 | 273858 | -580882 | -579667 | -581885 | -173691 |
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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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