Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274082.2511 | 402748.194 | -128665.9429 | -92886.741 | 87824.3934 | -180711.1344 |
Total P&L (%) | 274.0823 | 402.7482 | -128.6659 | -92.8867 | 87.8244 | -180.7111 |
Avg Daily Profit (%) | 0.1462 | 0.2149 | -0.0686 | -0.1409 | 0.0336 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -396299 | -231426 | -188777 | -1236137 | -719167 | -671038 |
Profit Factor | 1.2209 | 1.6398 | 0.7895 | 0.9657 | 1.0606 | 0.8568 |
Total Trades | 269 | 135 | 134 | 269 | 135 | 134 |
Winning Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Losing Trades | 142 | 72 | 70 | 142 | 72 | 70 |
Profitability (%) | 47.2119 | 46.6667 | 47.7612 | 47.2119 | 46.6667 | 47.7612 |
Ratio Avg Win / Avg Loss | 1.3651 | 1.8741 | 0.8635 | 1.0798 | 1.2121 | 0.9372 |
Largest Winning Trade | 556985 | 556985 | 47560 | 603670 | 603670 | 400106 |
Largest Losing Trade | -40151 | -34227 | -40151 | -324463 | -324463 | -225534 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 14 | 15 | 13 | 14 | 15 | 13 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 3638 | 1886 | 1752 | 3638 | 1886 | 1752 |
Profit Streak | 15.9535 | 15.9535 | 22.4535 | 15.9535 | 15.9535 | 22.4535 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 123106 | 367802 | -581021 | -577440 | -302452 | -581021 |
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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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