Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299183.472 | 319310.5463 | -20127.0743 | -102243.4688 | 68820.9432 | -171064.4121 |
Total P&L (%) | 299.1835 | 319.3105 | -20.1271 | -102.2435 | 68.8209 | -171.0644 |
Avg Daily Profit (%) | 0.1603 | 0.1711 | -0.0108 | 0 | 0.0281 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139160 | -77738 | -126144 | -157040 | -43772 | -149857 |
Profit Factor | 1.2124 | 1.6017 | 0.9771 | 0.7675 | 1.5913 | 0.4709 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 122 | 60 | 62 | 113 | 57 | 56 |
Losing Trades | 113 | 58 | 55 | 122 | 61 | 61 |
Profitability (%) | 51.9149 | 50.8475 | 52.9915 | 48.0851 | 48.3051 | 47.8632 |
Ratio Avg Win / Avg Loss | 1.1229 | 1.5483 | 0.8668 | 0.8286 | 1.703 | 0.513 |
Largest Winning Trade | 63369 | 63369 | 49605 | 40491 | 40491 | 17305 |
Largest Losing Trade | -103126 | -43577 | -103126 | -117769 | -25176 | -117769 |
Avg Bars in Trades | 15 | 13 | 16 | 15 | 13 | 16 |
Avg Bars in Winners | 15 | 12 | 18 | 14 | 14 | 15 |
Avg Bars in Losers | 15 | 14 | 15 | 15 | 13 | 18 |
Bars Traded | 3589 | 1605 | 1984 | 3589 | 1605 | 1984 |
Profit Streak | 15.7663 | 15.7663 | 71.7663 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347621 | 400758 | -578928 | -580015 | -153118 | -581574 |
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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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