Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392019.1393 | 437619.2267 | -45600.0875 | -63996.7303 | 199949.8488 | -263946.5791 |
Total P&L (%) | 392.0191 | 437.6192 | -45.6001 | -63.9967 | 199.9498 | -263.9466 |
Avg Daily Profit (%) | 0.2211 | 0.2468 | -0.0257 | -0.0576 | 0.062 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190560 | -129808 | -112441 | -377040 | -153926 | -266358 |
Profit Factor | 1.4143 | 2.1452 | 0.9192 | 0.9332 | 1.5238 | 0.5415 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Losing Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Profitability (%) | 47.2393 | 45.122 | 49.3827 | 47.2393 | 45.122 | 49.3827 |
Ratio Avg Win / Avg Loss | 1.5796 | 2.6091 | 0.9421 | 1.0422 | 1.8533 | 0.555 |
Largest Winning Trade | 284207 | 284207 | 75563 | 281835 | 281835 | 44270 |
Largest Losing Trade | -63772 | -40935 | -63772 | -124374 | -124374 | -102170 |
Avg Bars in Trades | 31 | 25 | 37 | 31 | 25 | 37 |
Avg Bars in Winners | 45 | 31 | 58 | 45 | 31 | 58 |
Avg Bars in Losers | 19 | 21 | 17 | 19 | 21 | 17 |
Bars Traded | 5167 | 2116 | 3051 | 5167 | 2116 | 3051 |
Profit Streak | 0 | 0 | 15.1131 | 0 | 0 | 15.1131 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341107 | 216879 | -591903 | -579330 | -113690 | -591903 |
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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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