Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410670.4812 | 380701.7735 | 29968.7077 | -107360.8191 | 65067.8368 | -172428.6558 |
Total P&L (%) | 410.6705 | 380.7018 | 29.9687 | -107.3608 | 65.0678 | -172.4287 |
Avg Daily Profit (%) | 0.2151 | 0.1994 | 0.0157 | 0 | 0.0263 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -254359 | -98888 | -328944 | -237866 | -19293 | -241281 |
Profit Factor | 1.2502 | 1.6338 | 1.0288 | 0.7399 | 1.7766 | 0.476 |
Total Trades | 355 | 177 | 178 | 355 | 177 | 178 |
Winning Trades | 202 | 101 | 101 | 158 | 78 | 80 |
Losing Trades | 153 | 76 | 77 | 197 | 99 | 98 |
Profitability (%) | 56.9014 | 57.0621 | 56.7416 | 44.507 | 44.0678 | 44.9438 |
Ratio Avg Win / Avg Loss | 0.9469 | 1.2294 | 0.7843 | 0.9226 | 2.2549 | 0.5831 |
Largest Winning Trade | 81331 | 81331 | 37064 | 43644 | 43644 | 22093 |
Largest Losing Trade | -110099 | -25585 | -110099 | -188827 | -6316 | -188827 |
Avg Bars in Trades | 15 | 13 | 18 | 15 | 13 | 18 |
Avg Bars in Winners | 14 | 10 | 17 | 18 | 17 | 19 |
Avg Bars in Losers | 17 | 16 | 18 | 13 | 10 | 17 |
Bars Traded | 5619 | 2376 | 3243 | 5619 | 2376 | 3243 |
Profit Streak | 12.1016 | 0 | 13.7682 | 0 | 14.1016 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342473 | 401866 | -363380 | -580780 | -155824 | -582089 |
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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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