Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 675748.2222 | 568233.3018 | 107514.9203 | -298511.9328 | 31189.1498 | -329701.0826 |
Total P&L (%) | 675.7482 | 568.2333 | 107.5149 | -298.5119 | 31.1892 | -329.7011 |
Avg Daily Profit (%) | 0.2872 | 0.2415 | 0.0457 | 0 | 0.0115 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198742 | -65024 | -196166 | -842068 | -244837 | -620413 |
Profit Factor | 1.6807 | 2.2898 | 1.1947 | 0.8217 | 1.0492 | 0.6833 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 105 | 46 | 59 | 100 | 56 | 44 |
Losing Trades | 102 | 58 | 44 | 107 | 48 | 59 |
Profitability (%) | 50.7246 | 44.2308 | 57.2816 | 48.3092 | 53.8462 | 42.7184 |
Ratio Avg Win / Avg Loss | 1.6327 | 2.8872 | 0.891 | 0.8793 | 0.8993 | 0.9162 |
Largest Winning Trade | 280731 | 280731 | 66681 | 174526 | 72082 | 174526 |
Largest Losing Trade | -108830 | -23472 | -108830 | -228359 | -144133 | -228359 |
Avg Bars in Trades | 33 | 23 | 43 | 33 | 23 | 43 |
Avg Bars in Winners | 44 | 35 | 52 | 23 | 14 | 34 |
Avg Bars in Losers | 21 | 14 | 31 | 43 | 34 | 49 |
Bars Traded | 6922 | 2470 | 4452 | 6922 | 2470 | 4452 |
Profit Streak | 0 | 0 | 10.9432 | 6.2765 | 8.2765 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473201 | 378322 | -138591 | -579658 | -347303 | -583889 |
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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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