Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 494720.7753 | 454052.8616 | 40667.9137 | -13555.363 | 229204.8368 | -242760.1998 |
Total P&L (%) | 494.7208 | 454.0529 | 40.6679 | -13.5554 | 229.2048 | -242.7602 |
Avg Daily Profit (%) | 0.209 | 0.1918 | 0.0172 | -0.0062 | 0.0503 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197462 | -117047 | -273866 | -382216 | -253375 | -443827 |
Profit Factor | 1.2869 | 1.5505 | 1.0452 | 0.9941 | 1.2133 | 0.8013 |
Total Trades | 335 | 168 | 167 | 335 | 168 | 167 |
Winning Trades | 166 | 76 | 90 | 166 | 76 | 90 |
Losing Trades | 169 | 92 | 77 | 169 | 92 | 77 |
Profitability (%) | 49.5522 | 45.2381 | 53.8922 | 49.5522 | 45.2381 | 53.8922 |
Ratio Avg Win / Avg Loss | 1.3101 | 1.877 | 0.8942 | 1.0121 | 1.4688 | 0.6856 |
Largest Winning Trade | 137084 | 137084 | 61195 | 118589 | 118589 | 66175 |
Largest Losing Trade | -63826 | -47268 | -63826 | -109588 | -81557 | -109588 |
Avg Bars in Trades | 13 | 14 | 13 | 13 | 14 | 13 |
Avg Bars in Winners | 13 | 14 | 13 | 13 | 14 | 13 |
Avg Bars in Losers | 13 | 14 | 13 | 13 | 14 | 13 |
Bars Traded | 4686 | 2352 | 2334 | 4686 | 2352 | 2334 |
Profit Streak | 0 | 0 | 23.6803 | 0 | 0 | 23.6803 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344033 | 324981 | -342899 | -577256 | -127381 | -579131 |
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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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