Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289069.459 | 382547.3855 | -93477.9265 | -206533.0484 | -57630.4397 | -148902.6087 |
Total P&L (%) | 289.0695 | 382.5474 | -93.4779 | -206.533 | -57.6304 | -148.9026 |
Avg Daily Profit (%) | 0.1249 | 0.1652 | -0.0404 | 0 | -0.0371 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -361196 | -150617 | -433815 | -582711 | -352437 | -372766 |
Profit Factor | 1.1454 | 1.4237 | 0.9138 | 0.8927 | 0.9393 | 0.8473 |
Total Trades | 335 | 167 | 168 | 335 | 167 | 168 |
Winning Trades | 181 | 82 | 99 | 161 | 87 | 74 |
Losing Trades | 154 | 85 | 69 | 174 | 80 | 94 |
Profitability (%) | 54.0299 | 49.1018 | 58.9286 | 48.0597 | 52.0958 | 44.0476 |
Ratio Avg Win / Avg Loss | 0.9746 | 1.4758 | 0.6369 | 0.9648 | 0.8637 | 1.0763 |
Largest Winning Trade | 112826 | 112826 | 41135 | 74860 | 74860 | 65034 |
Largest Losing Trade | -204945 | -62967 | -204945 | -151861 | -151861 | -73898 |
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 | 4604 | 2294 | 2310 | 4604 | 2294 | 2310 |
Profit Streak | 0 | 0 | 0 | 21.0874 | 21.0874 | 28.0874 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -85996 | 302817 | -579018 | -578035 | -579357 | -579814 |
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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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