Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263380.7111 | 377752.0656 | -114371.3545 | -108014.4948 | 48873.2469 | -156887.7418 |
Total P&L (%) | 263.3807 | 377.7521 | -114.3714 | -108.0145 | 48.8732 | -156.8877 |
Avg Daily Profit (%) | 0.1139 | 0.1634 | -0.0495 | 0 | 0.0172 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -323869 | -185972 | -477213 | -267774 | -67052 | -261274 |
Profit Factor | 1.1237 | 1.4024 | 0.9039 | 0.855 | 1.169 | 0.6559 |
Total Trades | 339 | 169 | 170 | 339 | 169 | 170 |
Winning Trades | 178 | 80 | 98 | 166 | 89 | 77 |
Losing Trades | 161 | 89 | 72 | 173 | 80 | 93 |
Profitability (%) | 52.5074 | 47.3373 | 57.6471 | 48.9676 | 52.6627 | 45.2941 |
Ratio Avg Win / Avg Loss | 1.0164 | 1.5602 | 0.6641 | 0.8911 | 1.0508 | 0.7922 |
Largest Winning Trade | 141590 | 141590 | 55002 | 41718 | 41718 | 28451 |
Largest Losing Trade | -135127 | -50290 | -135127 | -115123 | -27699 | -115123 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 4567 | 2267 | 2300 | 4567 | 2267 | 2300 |
Profit Streak | 16.8777 | 23.8777 | 16.8777 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121940 | 332858 | -578602 | -579129 | -204926 | -581995 |
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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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