Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169560.2545 | 133404.671 | 36155.5835 | 50665.1985 | 27611.9766 | 23053.2219 |
Total P&L (%) | 169.5603 | 133.4047 | 36.1556 | 50.6652 | 27.612 | 23.0532 |
Avg Daily Profit (%) | 0.1628 | 0.1281 | 0.0347 | 0.0394 | 0.0234 | 0.0199 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95861 | -96901 | -36134 | -90200 | -92635 | -38350 |
Profit Factor | 1.2494 | 1.2834 | 1.1729 | 1.0722 | 1.0549 | 1.1159 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 124 | 58 | 66 | 124 | 58 | 66 |
Losing Trades | 122 | 65 | 57 | 122 | 65 | 57 |
Profitability (%) | 50.4065 | 47.1545 | 53.6585 | 50.4065 | 47.1545 | 53.6585 |
Ratio Avg Win / Avg Loss | 1.2293 | 1.4383 | 1.013 | 1.0549 | 1.1822 | 0.9638 |
Largest Winning Trade | 78727 | 78727 | 15631 | 47118 | 47118 | 14892 |
Largest Losing Trade | -29157 | -29157 | -25590 | -44852 | -44852 | -14331 |
Avg Bars in Trades | 98 | 155 | 42 | 98 | 155 | 42 |
Avg Bars in Winners | 107 | 173 | 50 | 107 | 173 | 50 |
Avg Bars in Losers | 89 | 139 | 33 | 89 | 139 | 33 |
Bars Traded | 24338 | 19108 | 5230 | 24338 | 19108 | 5230 |
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 | 303032 | -23400 | -179166 | -281434 | -326429 | -265522 |
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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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