Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166077.7313 | 76378.0172 | 89699.7141 | 255243.4907 | 129189.1905 | 126054.3002 |
Total P&L (%) | 166.0777 | 76.378 | 89.6997 | 255.2435 | 129.1892 | 126.0543 |
Avg Daily Profit (%) | 0.6377 | 0.2933 | 0.3444 | 0.488 | 0.319 | 0.3137 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51826 | -46510 | -41015 | -44788 | -36585 | -32633 |
Profit Factor | 1.4143 | 1.3912 | 1.4362 | 1.5244 | 1.5329 | 1.516 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 99 | 47 | 52 | 99 | 47 | 52 |
Losing Trades | 123 | 64 | 59 | 123 | 64 | 59 |
Profitability (%) | 44.5946 | 42.3423 | 46.8468 | 44.5946 | 42.3423 | 46.8468 |
Ratio Avg Win / Avg Loss | 1.7572 | 1.8944 | 1.6296 | 1.894 | 2.0874 | 1.72 |
Largest Winning Trade | 28278 | 25539 | 28278 | 37084 | 37084 | 32037 |
Largest Losing Trade | -12015 | -11937 | -12015 | -31939 | -22874 | -31939 |
Avg Bars in Trades | 111 | 116 | 106 | 111 | 116 | 106 |
Avg Bars in Winners | 158 | 162 | 154 | 158 | 162 | 154 |
Avg Bars in Losers | 73 | 82 | 63 | 73 | 82 | 63 |
Bars Traded | 24665 | 12891 | 11774 | 24665 | 12891 | 11774 |
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 | 393126 | 199388 | 288088 | 371263 | 238468 | 296168 |
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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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