Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532142.1311 | 529807.513 | 2334.6182 | -178704.3184 | 82486.2017 | -261190.5201 |
Total P&L (%) | 532.1421 | 529.8075 | 2.3346 | -178.7043 | 82.4862 | -261.1905 |
Avg Daily Profit (%) | 0.2856 | 0.2844 | 0.0013 | 0 | 0.0323 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132134 | -96373 | -130064 | -431368 | -135079 | -371085 |
Profit Factor | 1.4868 | 2.0677 | 1.0039 | 0.8605 | 1.1515 | 0.6454 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 65 | 31 | 34 | 73 | 36 | 37 |
Losing Trades | 75 | 39 | 36 | 67 | 34 | 33 |
Profitability (%) | 46.4286 | 44.2857 | 48.5714 | 52.1429 | 51.4286 | 52.8571 |
Ratio Avg Win / Avg Loss | 1.7155 | 2.6013 | 1.063 | 0.7898 | 1.0876 | 0.5756 |
Largest Winning Trade | 155923 | 155923 | 76992 | 103290 | 103290 | 68227 |
Largest Losing Trade | -117029 | -43993 | -117029 | -210515 | -60842 | -210515 |
Avg Bars in Trades | 51 | 49 | 54 | 51 | 49 | 54 |
Avg Bars in Winners | 63 | 66 | 59 | 51 | 48 | 54 |
Avg Bars in Losers | 42 | 35 | 48 | 52 | 50 | 54 |
Bars Traded | 7248 | 3459 | 3789 | 7248 | 3459 | 3789 |
Profit Streak | 0 | 0 | 0 | 8.564 | 70.064 | 8.564 |
Trades During Streak | 0 | 0 | 0 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363159 | -83990 | -668152 | -579007 | -296190 | -673917 |
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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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