Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 217811.703 | 190304.626 | 27507.077 | -107235.311 | 40255.7514 | -147491.0624 |
Total P&L (%) | 217.8117 | 190.3046 | 27.5071 | -107.2353 | 40.2558 | -147.4911 |
Avg Daily Profit (%) | 0.2091 | 0.1827 | 0.0264 | 0 | 0.0325 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131336 | -124351 | -109500 | -192406 | -43834 | -181209 |
Profit Factor | 1.2397 | 1.3934 | 1.0648 | 0.7589 | 1.2332 | 0.458 |
Total Trades | 325 | 162 | 163 | 325 | 162 | 163 |
Winning Trades | 208 | 102 | 106 | 148 | 77 | 71 |
Losing Trades | 117 | 60 | 57 | 177 | 85 | 92 |
Profitability (%) | 64 | 62.963 | 65.0307 | 45.5385 | 47.5309 | 43.5583 |
Ratio Avg Win / Avg Loss | 0.6973 | 0.8196 | 0.5726 | 0.9076 | 1.3613 | 0.5935 |
Largest Winning Trade | 31305 | 31305 | 27744 | 24702 | 24702 | 14324 |
Largest Losing Trade | -101196 | -49568 | -101196 | -164012 | -28288 | -164012 |
Avg Bars in Trades | 75 | 107 | 43 | 75 | 107 | 43 |
Avg Bars in Winners | 48 | 63 | 33 | 83 | 118 | 44 |
Avg Bars in Losers | 124 | 183 | 62 | 69 | 97 | 43 |
Bars Traded | 24572 | 17424 | 7148 | 24572 | 17424 | 7148 |
Profit Streak | 6.6329 | 0 | 67.5496 | 0 | 11.4246 | 0 |
Trades During Streak | 1 | 0 | 11 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358216 | 303640 | -307975 | -580813 | -152053 | -582984 |
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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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