Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360894.6467 | 240843.7694 | 120050.8773 | 72055.8583 | -239850.9256 | 311906.7839 |
Total P&L (%) | 360.8946 | 240.8438 | 120.0509 | 72.0559 | -239.8509 | 311.9068 |
Avg Daily Profit (%) | 0.1896 | 0.1265 | 0.0631 | 0.0285 | 0 | 0.0744 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155845 | -93327 | -129023 | -866553 | -551658 | -449701 |
Profit Factor | 1.3849 | 1.4502 | 1.2981 | 1.0257 | 0.8641 | 1.299 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 89 | 41 | 48 | 89 | 41 | 48 |
Losing Trades | 97 | 52 | 45 | 97 | 52 | 45 |
Profitability (%) | 47.8495 | 44.086 | 51.6129 | 47.8495 | 44.086 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.5094 | 1.8392 | 1.217 | 1.1179 | 1.096 | 1.2178 |
Largest Winning Trade | 224607 | 224607 | 58450 | 180465 | 179860 | 180465 |
Largest Losing Trade | -35807 | -35807 | -35529 | -331473 | -331473 | -132488 |
Avg Bars in Trades | 19 | 17 | 22 | 19 | 17 | 22 |
Avg Bars in Winners | 24 | 20 | 27 | 24 | 20 | 27 |
Avg Bars in Losers | 15 | 14 | 16 | 15 | 14 | 16 |
Bars Traded | 3679 | 1613 | 2066 | 3679 | 1613 | 2066 |
Profit Streak | 0 | 0 | 44.0705 | 0 | 0 | 44.0705 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347804 | -24318 | -106919 | -346679 | -581439 | -91808 |
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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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