Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191430.995 | 223800.0699 | -32369.075 | -112176.9178 | 84379.6611 | -196556.5789 |
Total P&L (%) | 191.431 | 223.8001 | -32.3691 | -112.1769 | 84.3797 | -196.5566 |
Avg Daily Profit (%) | 0.1563 | 0.1828 | -0.0264 | 0 | 0.05 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130097 | -90855 | -155436 | -155684 | -47278 | -187566 |
Profit Factor | 1.1772 | 1.448 | 0.9443 | 0.7332 | 1.7712 | 0.368 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 132 | 67 | 65 | 137 | 69 | 68 |
Losing Trades | 136 | 67 | 69 | 131 | 65 | 66 |
Profitability (%) | 49.2537 | 50 | 48.5075 | 51.1194 | 51.4925 | 50.7463 |
Ratio Avg Win / Avg Loss | 1.2128 | 1.448 | 1.0024 | 0.7011 | 1.6685 | 0.3571 |
Largest Winning Trade | 64326 | 64326 | 33778 | 49982 | 49982 | 20052 |
Largest Losing Trade | -104034 | -26299 | -104034 | -147070 | -19797 | -147070 |
Avg Bars in Trades | 53 | 57 | 50 | 53 | 57 | 50 |
Avg Bars in Winners | 50 | 50 | 50 | 53 | 58 | 47 |
Avg Bars in Losers | 56 | 63 | 50 | 54 | 55 | 52 |
Bars Traded | 14381 | 7638 | 6743 | 14381 | 7638 | 6743 |
Profit Streak | 21.0329 | 32.1996 | 21.0329 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15821 | 333369 | -579338 | -579230 | -122819 | -580880 |
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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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