Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164935.0868 | 223224.1691 | -58289.0823 | -390503.9981 | -105342.0302 | -285161.9679 |
Total P&L (%) | 164.9351 | 223.2242 | -58.2891 | -390.504 | -105.342 | -285.162 |
Avg Daily Profit (%) | 0.1318 | 0.1783 | -0.0466 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -227005 | -52739 | -248710 | -489017 | -154260 | -406368 |
Profit Factor | 1.2323 | 2.0572 | 0.8832 | 0.7005 | 0.8013 | 0.6314 |
Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Winning Trades | 168 | 83 | 85 | 38 | 20 | 18 |
Losing Trades | 37 | 19 | 18 | 167 | 82 | 85 |
Profitability (%) | 81.9512 | 81.3725 | 82.5243 | 18.5366 | 19.6078 | 17.4757 |
Ratio Avg Win / Avg Loss | 0.2714 | 0.4709 | 0.187 | 3.0786 | 3.2855 | 2.9818 |
Largest Winning Trade | 21180 | 19530 | 21180 | 242144 | 98845 | 242144 |
Largest Losing Trade | -203251 | -52068 | -203251 | -234955 | -32607 | -234955 |
Avg Bars in Trades | 17 | 20 | 14 | 17 | 20 | 14 |
Avg Bars in Winners | 8 | 9 | 7 | 53 | 63 | 43 |
Avg Bars in Losers | 57 | 66 | 48 | 9 | 9 | 8 |
Bars Traded | 3568 | 2040 | 1528 | 3568 | 2040 | 1528 |
Profit Streak | 43.8121 | 100.4788 | 43.8121 | 0 | 0 | 0 |
Trades During Streak | 16 | 10 | 8 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11889 | 521904 | -574742 | -634951 | -631585 | -640979 |
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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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