Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 337896.6 | 405760.2486 | -67863.6487 | -90773.9451 | 31421.5111 | -122195.4562 |
Total P&L (%) | 337.8966 | 405.7602 | -67.8636 | -90.7739 | 31.4215 | -122.1955 |
Avg Daily Profit (%) | 0.1426 | 0.1713 | -0.0286 | -0.1005 | 0.0115 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202871 | -166174 | -240737 | -339468 | -131073 | -246799 |
Profit Factor | 1.214 | 1.5085 | 0.9131 | 0.911 | 1.0662 | 0.7759 |
Total Trades | 305 | 153 | 152 | 305 | 153 | 152 |
Winning Trades | 150 | 69 | 81 | 150 | 69 | 81 |
Losing Trades | 155 | 84 | 71 | 155 | 84 | 71 |
Profitability (%) | 49.1803 | 45.098 | 53.2895 | 49.1803 | 45.098 | 53.2895 |
Ratio Avg Win / Avg Loss | 1.2545 | 1.8364 | 0.8003 | 0.9413 | 1.298 | 0.6801 |
Largest Winning Trade | 252603 | 252603 | 60335 | 120252 | 120252 | 68012 |
Largest Losing Trade | -70635 | -33397 | -70635 | -105514 | -76595 | -105514 |
Avg Bars in Trades | 22 | 19 | 26 | 22 | 19 | 26 |
Avg Bars in Winners | 29 | 22 | 35 | 29 | 22 | 35 |
Avg Bars in Losers | 16 | 17 | 16 | 16 | 17 | 16 |
Bars Traded | 6977 | 2978 | 3998 | 6977 | 2978 | 3998 |
Profit Streak | 17.7652 | 17.7652 | 28.4319 | 17.7652 | 17.7652 | 28.4319 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -449 | 325018 | -578824 | -578157 | -328900 | -578824 |
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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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