Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 197766.792 | 163075.0273 | 34691.7648 | -857952.2673 | -303915.5364 | -554036.7309 |
Total P&L (%) | 197.7668 | 163.075 | 34.6918 | -857.9523 | -303.9155 | -554.0367 |
Avg Daily Profit (%) | 0.1913 | 0.1578 | 0.0336 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -253185 | -62732 | -217443 | -1135620 | -634217 | -551129 |
Profit Factor | 1.2896 | 1.6508 | 1.0802 | 0.4918 | 0.6245 | 0.3697 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 84 | 37 | 47 | 71 | 40 | 31 |
Losing Trades | 75 | 43 | 32 | 88 | 40 | 48 |
Profitability (%) | 52.8302 | 46.25 | 59.4937 | 44.6541 | 50 | 39.2405 |
Ratio Avg Win / Avg Loss | 1.1514 | 1.9185 | 0.7355 | 0.6096 | 0.6245 | 0.5724 |
Largest Winning Trade | 75524 | 75524 | 37712 | 116326 | 107108 | 116326 |
Largest Losing Trade | -201777 | -19256 | -201777 | -350218 | -350218 | -186094 |
Avg Bars in Trades | 76 | 24 | 130 | 76 | 24 | 130 |
Avg Bars in Winners | 74 | 27 | 112 | 75 | 23 | 143 |
Avg Bars in Losers | 79 | 21 | 156 | 77 | 25 | 121 |
Bars Traded | 12213 | 1923 | 10290 | 12213 | 1923 | 10290 |
Profit Streak | 0 | 0 | 19.352 | 0.9354 | 34.102 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315614 | -10252 | -309571 | -585049 | -598964 | -611920 |
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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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