Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376661.9433 | 328862.6982 | 47799.2451 | 22890.529 | 190684.0815 | -167793.5525 |
Total P&L (%) | 376.6619 | 328.8627 | 47.7992 | 22.8905 | 190.6841 | -167.7936 |
Avg Daily Profit (%) | 0.1505 | 0.1314 | 0.0191 | 0.0082 | 0.0426 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192066 | -130607 | -126135 | -325854 | -123180 | -302765 |
Profit Factor | 1.3318 | 1.582 | 1.0838 | 1.0153 | 1.2717 | 0.7883 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 146 | 74 | 72 | 146 | 74 | 72 |
Losing Trades | 122 | 60 | 62 | 122 | 60 | 62 |
Profitability (%) | 54.4776 | 55.2239 | 53.7313 | 54.4776 | 55.2239 | 53.7313 |
Ratio Avg Win / Avg Loss | 1.1128 | 1.2827 | 0.9333 | 0.8484 | 1.0311 | 0.6788 |
Largest Winning Trade | 121340 | 121340 | 61478 | 92559 | 92559 | 58926 |
Largest Losing Trade | -69494 | -39867 | -69494 | -109788 | -66414 | -109788 |
Avg Bars in Trades | 27 | 20 | 34 | 27 | 20 | 34 |
Avg Bars in Winners | 32 | 22 | 42 | 32 | 22 | 42 |
Avg Bars in Losers | 21 | 17 | 24 | 21 | 17 | 24 |
Bars Traded | 7316 | 2734 | 4582 | 7316 | 2734 | 4582 |
Profit Streak | 0 | 0 | 54.9917 | 0 | 0 | 54.9917 |
Trades During Streak | 0 | 0 | 7 | 0 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350503 | -15036 | -296974 | -389870 | -135277 | -578896 |
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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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