Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104319.5079 | 35250.776 | 69068.732 | 71023.8813 | 7800.7606 | 63223.1206 |
Total P&L (%) | 104.3195 | 35.2508 | 69.0687 | 71.0239 | 7.8008 | 63.2231 |
Avg Daily Profit (%) | 0.2003 | 0.0677 | 0.1326 | 0.1031 | 0.0144 | 0.0941 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96004 | -63134 | -75811 | -83548 | -63506 | -55461 |
Profit Factor | 1.2659 | 1.1742 | 1.3636 | 1.2008 | 1.0402 | 1.3963 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 121 | 63 | 58 | 121 | 63 | 58 |
Losing Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Profitability (%) | 55.7604 | 57.7982 | 53.7037 | 55.7604 | 57.7982 | 53.7037 |
Ratio Avg Win / Avg Loss | 1.0044 | 0.8574 | 1.1755 | 0.9527 | 0.7595 | 1.2037 |
Largest Winning Trade | 31337 | 31337 | 28074 | 21359 | 21359 | 15839 |
Largest Losing Trade | -20529 | -20529 | -20510 | -23953 | -23953 | -20777 |
Avg Bars in Trades | 112 | 116 | 109 | 112 | 116 | 109 |
Avg Bars in Winners | 89 | 90 | 88 | 89 | 90 | 88 |
Avg Bars in Losers | 141 | 151 | 132 | 141 | 151 | 132 |
Bars Traded | 24458 | 12686 | 11772 | 24458 | 12686 | 11772 |
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 | 317261 | -135591 | -15934 | -56232 | -517168 | -67454 |
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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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