Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264257.6108 | 302285.7102 | -38028.0994 | -100318.0541 | -10734.9535 | -89583.1006 |
Total P&L (%) | 264.2576 | 302.2857 | -38.0281 | -100.3181 | -10.735 | -89.5831 |
Avg Daily Profit (%) | 0.1425 | 0.163 | -0.0205 | 0 | -0.0061 | -0.1219 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190240 | -162773 | -222947 | -119160 | -23507 | -112623 |
Profit Factor | 1.1487 | 1.3876 | 0.9619 | 0.4995 | 0.8014 | 0.388 |
Total Trades | 363 | 181 | 182 | 363 | 181 | 182 |
Winning Trades | 193 | 94 | 99 | 183 | 90 | 93 |
Losing Trades | 170 | 87 | 83 | 180 | 91 | 89 |
Profitability (%) | 53.168 | 51.9337 | 54.3956 | 50.4132 | 49.7238 | 51.0989 |
Ratio Avg Win / Avg Loss | 1.0118 | 1.2843 | 0.8064 | 0.4913 | 0.8103 | 0.3713 |
Largest Winning Trade | 63008 | 63008 | 43436 | 18819 | 11888 | 18819 |
Largest Losing Trade | -117969 | -51750 | -117969 | -75760 | -23507 | -75760 |
Avg Bars in Trades | 20 | 19 | 20 | 20 | 19 | 20 |
Avg Bars in Winners | 17 | 16 | 18 | 19 | 17 | 20 |
Avg Bars in Losers | 23 | 23 | 22 | 21 | 22 | 20 |
Bars Traded | 7316 | 3617 | 3699 | 7316 | 3617 | 3699 |
Profit Streak | 21.2507 | 22.0007 | 21.2507 | 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 | -56143 | 338190 | -578981 | -578548 | -580215 | -579960 |
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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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