Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327751.7009 | 290830.8954 | 36920.8055 | -52678.0634 | 137261.4486 | -189939.512 |
Total P&L (%) | 327.7517 | 290.8309 | 36.9208 | -52.6781 | 137.2614 | -189.9395 |
Avg Daily Profit (%) | 0.1509 | 0.1339 | 0.017 | -0.0344 | 0.0398 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196244 | -134903 | -175829 | -584900 | -449547 | -326778 |
Profit Factor | 1.2018 | 1.4041 | 1.0408 | 0.9833 | 1.0928 | 0.8864 |
Total Trades | 379 | 189 | 190 | 379 | 189 | 190 |
Winning Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Losing Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Profitability (%) | 54.0897 | 53.9683 | 54.2105 | 54.0897 | 53.9683 | 54.2105 |
Ratio Avg Win / Avg Loss | 1.0201 | 1.1976 | 0.8792 | 0.8346 | 0.9321 | 0.7487 |
Largest Winning Trade | 64499 | 64499 | 49217 | 110049 | 110049 | 97704 |
Largest Losing Trade | -68327 | -35837 | -68327 | -139998 | -126882 | -139998 |
Avg Bars in Trades | 33 | 34 | 33 | 33 | 34 | 33 |
Avg Bars in Winners | 34 | 33 | 35 | 34 | 33 | 35 |
Avg Bars in Losers | 32 | 34 | 30 | 32 | 34 | 30 |
Bars Traded | 12824 | 6487 | 6337 | 12824 | 6487 | 6337 |
Profit Streak | 19.1328 | 0 | 36.9661 | 19.1328 | 0 | 36.9661 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351205 | -12645 | -347942 | -577707 | -258890 | -578803 |
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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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