Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296108.4559 | 183552.5685 | 112555.8874 | -148222.21 | -72574.6073 | -75647.6027 |
Total P&L (%) | 296.1085 | 183.5526 | 112.5559 | -148.2222 | -72.5746 | -75.6476 |
Avg Daily Profit (%) | 0.1869 | 0.1159 | 0.0711 | 0 | -0.0816 | -0.0891 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137257 | -95677 | -168595 | -158125 | -85766 | -91959 |
Profit Factor | 1.2518 | 1.2956 | 1.2027 | 0.6967 | 0.7109 | 0.6818 |
Total Trades | 247 | 123 | 124 | 247 | 123 | 124 |
Winning Trades | 157 | 75 | 82 | 113 | 54 | 59 |
Losing Trades | 90 | 48 | 42 | 134 | 69 | 65 |
Profitability (%) | 63.5628 | 60.9756 | 66.129 | 45.749 | 43.9024 | 47.5806 |
Ratio Avg Win / Avg Loss | 0.7176 | 0.8292 | 0.616 | 0.8262 | 0.9084 | 0.7511 |
Largest Winning Trade | 63944 | 63944 | 29778 | 19364 | 19364 | 12039 |
Largest Losing Trade | -112461 | -50809 | -112461 | -66270 | -30016 | -66270 |
Avg Bars in Trades | 11 | 12 | 10 | 11 | 12 | 10 |
Avg Bars in Winners | 9 | 9 | 9 | 13 | 15 | 11 |
Avg Bars in Losers | 16 | 18 | 13 | 10 | 10 | 10 |
Bars Traded | 2942 | 1585 | 1357 | 2942 | 1585 | 1357 |
Profit Streak | 11.383 | 52.883 | 11.383 | 0 | 0 | 0 |
Trades During Streak | 2 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361833 | -36964 | -97461 | -580861 | -583099 | -581666 |
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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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