Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363225.4042 | 450404.109 | -87178.7048 | -103447.2851 | 437912.6979 | -541359.983 |
Total P&L (%) | 363.2254 | 450.4041 | -87.1787 | -103.4473 | 437.9127 | -541.36 |
Avg Daily Profit (%) | 0.1968 | 0.244 | -0.0472 | 0 | 0.0912 | 0 |
Buy And Hold Return (%) | 119.2357 | 119.2357 | 119.2357 | 119.2357 | 119.2357 | 119.2357 |
Max Trade Drawdown | -293979 | -133721 | -311355 | -517446 | -20746 | -594051 |
Profit Factor | 1.24 | 1.7264 | 0.9024 | 0.8597 | 8.6538 | 0.2041 |
Total Trades | 243 | 122 | 121 | 243 | 122 | 121 |
Winning Trades | 125 | 61 | 64 | 128 | 64 | 64 |
Losing Trades | 118 | 61 | 57 | 115 | 58 | 57 |
Profitability (%) | 51.4403 | 50 | 52.8926 | 52.6749 | 52.459 | 52.8926 |
Ratio Avg Win / Avg Loss | 1.1705 | 1.7264 | 0.8037 | 0.7724 | 7.8425 | 0.1818 |
Largest Winning Trade | 65661 | 65661 | 38986 | 185525 | 185525 | 46837 |
Largest Losing Trade | -132946 | -47602 | -132946 | -339383 | -20746 | -339383 |
Avg Bars in Trades | 89 | 92 | 86 | 89 | 92 | 86 |
Avg Bars in Winners | 85 | 91 | 79 | 88 | 97 | 78 |
Avg Bars in Losers | 94 | 93 | 94 | 91 | 86 | 96 |
Bars Traded | 21820 | 11297 | 10523 | 21820 | 11297 | 10523 |
Profit Streak | 26.0517 | 27.8851 | 0 | 0 | 0 | 36.3851 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 224664 | 329753 | -580635 | -579159 | -65115 | -580092 |
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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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