Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341045.5455 | 269604.6128 | 71440.9328 | 71184.4682 | 205911.7102 | -134727.242 |
Total P&L (%) | 341.0455 | 269.6046 | 71.4409 | 71.1845 | 205.9117 | -134.7272 |
Avg Daily Profit (%) | 0.1574 | 0.1244 | 0.033 | 0.0248 | 0.0516 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175049 | -110502 | -92983 | -1312603 | -811825 | -546678 |
Profit Factor | 1.2936 | 1.4834 | 1.1183 | 1.013 | 1.0804 | 0.9541 |
Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Winning Trades | 160 | 73 | 87 | 160 | 73 | 87 |
Losing Trades | 172 | 93 | 79 | 172 | 93 | 79 |
Profitability (%) | 48.1928 | 43.9759 | 52.4096 | 48.1928 | 43.9759 | 52.4096 |
Ratio Avg Win / Avg Loss | 1.3906 | 1.8898 | 1.0155 | 1.0889 | 1.3763 | 0.8663 |
Largest Winning Trade | 119302 | 119302 | 55643 | 322114 | 322114 | 284823 |
Largest Losing Trade | -64180 | -22293 | -64180 | -495639 | -141986 | -495639 |
Avg Bars in Trades | 38 | 27 | 49 | 38 | 27 | 49 |
Avg Bars in Winners | 46 | 34 | 57 | 46 | 34 | 57 |
Avg Bars in Losers | 30 | 21 | 40 | 30 | 21 | 40 |
Bars Traded | 12656 | 4516 | 8140 | 12656 | 4516 | 8140 |
Profit Streak | 0 | 0 | 28.5582 | 0 | 0 | 28.5582 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300035 | -26381 | -238103 | -364978 | -257891 | -579611 |
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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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