Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160404.8154 | 210963.4919 | -50558.6765 | -109732.6168 | 1334162.5114 | -1443895.1282 |
Total P&L (%) | 160.4048 | 210.9635 | -50.5587 | -109.7326 | 1334.1625 | -1443.8951 |
Avg Daily Profit (%) | 0.1002 | 0.1318 | -0.0316 | 0 | 0.1666 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -377514 | -178535 | -276355 | -3124759 | -804212 | -3304865 |
Profit Factor | 1.08 | 1.2217 | 0.952 | 0.9876 | 1.4256 | 0.7471 |
Total Trades | 661 | 330 | 331 | 661 | 330 | 331 |
Winning Trades | 257 | 135 | 122 | 385 | 176 | 209 |
Losing Trades | 404 | 195 | 209 | 276 | 154 | 122 |
Profitability (%) | 38.8805 | 40.9091 | 36.858 | 58.2451 | 53.3333 | 63.142 |
Ratio Avg Win / Avg Loss | 1.6978 | 1.7646 | 1.6308 | 0.708 | 1.2474 | 0.4361 |
Largest Winning Trade | 124063 | 124063 | 43241 | 1299049 | 1299049 | 305486 |
Largest Losing Trade | -126032 | -33161 | -126032 | -2956895 | -328233 | -2956895 |
Avg Bars in Trades | 9 | 9 | 10 | 9 | 9 | 10 |
Avg Bars in Winners | 12 | 9 | 14 | 9 | 9 | 9 |
Avg Bars in Losers | 8 | 8 | 7 | 9 | 8 | 11 |
Bars Traded | 6382 | 2987 | 3395 | 6382 | 2987 | 3395 |
Profit Streak | 17.6861 | 17.6861 | 18.6861 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -189642 | -17835 | -580592 | -575978 | 377397 | -577621 |
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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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