Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288869.3365 | 290632.4419 | -1763.1054 | -129580.3503 | 39084.5785 | -168664.9288 |
Total P&L (%) | 288.8693 | 290.6324 | -1.7631 | -129.5804 | 39.0846 | -168.6649 |
Avg Daily Profit (%) | 0.1554 | 0.1564 | -0.0009 | 0 | 0.0178 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201699 | -126725 | -132145 | -1040832 | -857509 | -460038 |
Profit Factor | 1.3246 | 1.5844 | 0.9955 | 0.9654 | 1.0184 | 0.8962 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 69 | 29 | 40 | 67 | 30 | 37 |
Losing Trades | 60 | 35 | 25 | 62 | 34 | 28 |
Profitability (%) | 53.4884 | 45.3125 | 61.5385 | 51.938 | 46.875 | 56.9231 |
Ratio Avg Win / Avg Loss | 1.1518 | 1.9123 | 0.6222 | 0.8934 | 1.1542 | 0.6782 |
Largest Winning Trade | 268229 | 268229 | 25708 | 503470 | 503470 | 138379 |
Largest Losing Trade | -119493 | -48085 | -119493 | -395599 | -321189 | -395599 |
Avg Bars in Trades | 27 | 37 | 17 | 27 | 37 | 17 |
Avg Bars in Winners | 27 | 47 | 13 | 31 | 51 | 15 |
Avg Bars in Losers | 27 | 30 | 24 | 23 | 25 | 20 |
Bars Traded | 3565 | 2416 | 1149 | 3565 | 2416 | 1149 |
Profit Streak | 0 | 49.3636 | 0 | 6.8636 | 0 | 45.3636 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307655 | -130536 | -710684 | -579221 | -512101 | -710726 |
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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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