Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376094.5535 | 319178.0989 | 56916.4546 | -15320.0472 | 212360.031 | -227680.0782 |
Total P&L (%) | 376.0946 | 319.1781 | 56.9165 | -15.32 | 212.36 | -227.6801 |
Avg Daily Profit (%) | 0.1735 | 0.1472 | 0.0263 | -0.0077 | 0.0526 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164601 | -115035 | -94003 | -720673 | -513155 | -348300 |
Profit Factor | 1.3532 | 1.5337 | 1.1219 | 0.9956 | 1.1148 | 0.8595 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 106 | 48 | 58 | 106 | 48 | 58 |
Losing Trades | 127 | 69 | 58 | 127 | 69 | 58 |
Profitability (%) | 45.4936 | 41.0256 | 50 | 45.4936 | 41.0256 | 50 |
Ratio Avg Win / Avg Loss | 1.6213 | 2.2047 | 1.1219 | 1.1928 | 1.6025 | 0.8595 |
Largest Winning Trade | 188519 | 188519 | 48585 | 369756 | 369756 | 191613 |
Largest Losing Trade | -70966 | -45904 | -70966 | -319167 | -224217 | -319167 |
Avg Bars in Trades | 18 | 21 | 15 | 18 | 21 | 15 |
Avg Bars in Winners | 24 | 30 | 19 | 24 | 30 | 19 |
Avg Bars in Losers | 13 | 14 | 11 | 13 | 14 | 11 |
Bars Traded | 4237 | 2460 | 1777 | 4237 | 2460 | 1777 |
Profit Streak | 0 | 0 | 33.2252 | 0 | 0 | 33.2252 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311727 | 95670 | -244040 | -579366 | -219319 | -579750 |
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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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