Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238426.2165 | 29247.6509 | 209178.5655 | 238450.1183 | -106859.5455 | 345309.6638 |
Total P&L (%) | 238.4262 | 29.2477 | 209.1786 | 238.4501 | -106.8595 | 345.3097 |
Avg Daily Profit (%) | 0.1852 | 0.0227 | 0.1625 | 0.0948 | 0 | 0.1161 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111987 | -67304 | -68092 | -796582 | -443444 | -553623 |
Profit Factor | 1.3602 | 1.0892 | 1.6264 | 1.0865 | 0.9208 | 1.2452 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 96 | 42 | 54 | 96 | 42 | 54 |
Losing Trades | 120 | 66 | 54 | 120 | 66 | 54 |
Profitability (%) | 44.4444 | 38.8889 | 50 | 44.4444 | 38.8889 | 50 |
Ratio Avg Win / Avg Loss | 1.7003 | 1.7116 | 1.6264 | 1.3581 | 1.4469 | 1.2452 |
Largest Winning Trade | 51374 | 49596 | 51374 | 160544 | 147030 | 160544 |
Largest Losing Trade | -22917 | -13799 | -22917 | -259872 | -109840 | -259872 |
Avg Bars in Trades | 70 | 62 | 78 | 70 | 62 | 78 |
Avg Bars in Winners | 104 | 81 | 122 | 104 | 81 | 122 |
Avg Bars in Losers | 43 | 51 | 33 | 43 | 51 | 33 |
Bars Traded | 15233 | 6798 | 8436 | 15233 | 6798 | 8436 |
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 | 289011 | -291576 | 364075 | -192852 | -583699 | -38506 |
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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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