Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 194050.9734 | 296651.3548 | -102600.3814 | -98174.7438 | 221561.1984 | -319735.9422 |
Total P&L (%) | 194.051 | 296.6514 | -102.6004 | -98.1747 | 221.5612 | -319.7359 |
Avg Daily Profit (%) | 0.1014 | 0.1549 | -0.0536 | -0.2089 | 0.061 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174731 | -110945 | -205246 | -282194 | -53255 | -378942 |
Profit Factor | 1.1098 | 1.4062 | 0.901 | 0.8761 | 2.148 | 0.4663 |
Total Trades | 349 | 175 | 174 | 349 | 175 | 174 |
Winning Trades | 165 | 88 | 77 | 165 | 88 | 77 |
Losing Trades | 184 | 87 | 97 | 184 | 87 | 97 |
Profitability (%) | 47.2779 | 50.2857 | 44.2529 | 47.2779 | 50.2857 | 44.2529 |
Ratio Avg Win / Avg Loss | 1.2376 | 1.3902 | 1.1351 | 0.9769 | 2.1235 | 0.5874 |
Largest Winning Trade | 78667 | 78667 | 41886 | 81648 | 81648 | 69557 |
Largest Losing Trade | -94723 | -32250 | -94723 | -137937 | -22225 | -137937 |
Avg Bars in Trades | 16 | 14 | 17 | 16 | 14 | 17 |
Avg Bars in Winners | 17 | 13 | 22 | 17 | 13 | 22 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 5603 | 2488 | 3115 | 5603 | 2488 | 3115 |
Profit Streak | 11.7382 | 11.7382 | 14.4049 | 11.7382 | 11.7382 | 14.4049 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155278 | 333805 | -580120 | -578645 | -106054 | -581787 |
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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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