Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604636.0821 | 675083.7411 | -70447.659 | -70240.059 | 363088.0964 | -433328.1554 |
Total P&L (%) | 604.6361 | 675.0837 | -70.4477 | -70.2401 | 363.0881 | -433.3282 |
Avg Daily Profit (%) | 0.2599 | 0.2902 | -0.0303 | -0.0521 | 0.0659 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159037 | -143618 | -232235 | -442647 | -192486 | -544299 |
Profit Factor | 1.4037 | 1.8846 | 0.9041 | 0.9642 | 1.424 | 0.6075 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 109 | 48 | 61 | 109 | 48 | 61 |
Losing Trades | 132 | 73 | 59 | 132 | 73 | 59 |
Profitability (%) | 45.2282 | 39.6694 | 50.8333 | 45.2282 | 39.6694 | 50.8333 |
Ratio Avg Win / Avg Loss | 1.6999 | 2.8661 | 0.8744 | 1.1676 | 2.1657 | 0.5876 |
Largest Winning Trade | 288980 | 288980 | 77061 | 304272 | 304272 | 73587 |
Largest Losing Trade | -51948 | -45427 | -51948 | -145243 | -69230 | -145243 |
Avg Bars in Trades | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Winners | 25 | 27 | 24 | 25 | 27 | 24 |
Avg Bars in Losers | 12 | 11 | 14 | 12 | 11 | 14 |
Bars Traded | 4479 | 2122 | 2357 | 4479 | 2122 | 2357 |
Profit Streak | 0 | 0 | 51.8293 | 0 | 0 | 51.8293 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362222 | 302884 | -579639 | -579428 | -106953 | -579639 |
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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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