Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 510744.6345 | 551479.131 | -40734.4965 | -77329.3526 | 100051.1543 | -177380.5069 |
Total P&L (%) | 510.7446 | 551.4791 | -40.7345 | -77.3294 | 100.0512 | -177.3805 |
Avg Daily Profit (%) | 0.2119 | 0.2288 | -0.0169 | -0.0616 | 0.0288 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -236802 | -126797 | -208098 | -279440 | -87947 | -270533 |
Profit Factor | 1.3914 | 1.7605 | 0.9297 | 0.9055 | 1.2656 | 0.5984 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 99 | 47 | 52 | 99 | 47 | 52 |
Losing Trades | 98 | 51 | 47 | 98 | 51 | 47 |
Profitability (%) | 50.2538 | 47.9592 | 52.5253 | 50.2538 | 47.9592 | 52.5253 |
Ratio Avg Win / Avg Loss | 1.3774 | 1.9104 | 0.8403 | 0.8964 | 1.3733 | 0.5409 |
Largest Winning Trade | 334399 | 334399 | 50046 | 112766 | 112766 | 50046 |
Largest Losing Trade | -55301 | -45927 | -55301 | -115649 | -41278 | -115649 |
Avg Bars in Trades | 23 | 26 | 19 | 23 | 26 | 19 |
Avg Bars in Winners | 23 | 26 | 20 | 23 | 26 | 20 |
Avg Bars in Losers | 22 | 26 | 19 | 22 | 26 | 19 |
Bars Traded | 4559 | 2593 | 1966 | 4559 | 2593 | 1966 |
Profit Streak | 8.9411 | 0 | 13.4411 | 8.9411 | 0 | 13.4411 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388542 | 389288 | -579859 | -578767 | -155373 | -579859 |
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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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