Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165519.8834 | 149371.7454 | 16148.138 | 45031.7256 | 146383.1676 | -101351.442 |
Total P&L (%) | 165.5199 | 149.3717 | 16.1481 | 45.0317 | 146.3832 | -101.3514 |
Avg Daily Profit (%) | 0.1589 | 0.1434 | 0.0155 | 0.0357 | 0.0866 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158890 | -88498 | -79848 | -631365 | -294311 | -361407 |
Profit Factor | 1.2127 | 1.3968 | 1.0402 | 1.0282 | 1.209 | 0.8871 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 137 | 62 | 75 | 137 | 62 | 75 |
Losing Trades | 127 | 70 | 57 | 127 | 70 | 57 |
Profitability (%) | 51.8939 | 46.9697 | 56.8182 | 51.8939 | 46.9697 | 56.8182 |
Ratio Avg Win / Avg Loss | 1.1242 | 1.5771 | 0.7905 | 0.9531 | 1.365 | 0.6742 |
Largest Winning Trade | 65467 | 65467 | 30329 | 138233 | 120742 | 138233 |
Largest Losing Trade | -35556 | -20498 | -35556 | -126586 | -73874 | -126586 |
Avg Bars in Trades | 92 | 83 | 102 | 92 | 83 | 102 |
Avg Bars in Winners | 87 | 65 | 105 | 87 | 65 | 105 |
Avg Bars in Losers | 98 | 98 | 98 | 98 | 98 | 98 |
Bars Traded | 24530 | 10991 | 13539 | 24530 | 10991 | 13539 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304083 | -1207 | -358896 | -336564 | -79192 | -580098 |
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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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