Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254924.5885 | 74068.4578 | 180856.1306 | 44466.9945 | 343150.8222 | -298683.8277 |
Total P&L (%) | 254.9246 | 74.0685 | 180.8561 | 44.467 | 343.1508 | -298.6838 |
Avg Daily Profit (%) | 0.171 | 0.0497 | 0.1213 | 0.0247 | 0.0999 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180644 | -127574 | -98085 | -1551425 | -865216 | -1262983 |
Profit Factor | 1.2786 | 1.1541 | 1.4163 | 1.0073 | 1.135 | 0.9167 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 106 | 48 | 58 | 106 | 48 | 58 |
Losing Trades | 92 | 51 | 41 | 92 | 51 | 41 |
Profitability (%) | 53.5354 | 48.4848 | 58.5859 | 53.5354 | 48.4848 | 58.5859 |
Ratio Avg Win / Avg Loss | 1.1097 | 1.2263 | 1.0012 | 0.8742 | 1.2059 | 0.648 |
Largest Winning Trade | 61306 | 61306 | 42400 | 445972 | 445972 | 224198 |
Largest Losing Trade | -53976 | -33714 | -53976 | -577145 | -314535 | -577145 |
Avg Bars in Trades | 21 | 22 | 21 | 21 | 22 | 21 |
Avg Bars in Winners | 20 | 21 | 20 | 20 | 21 | 20 |
Avg Bars in Losers | 22 | 23 | 22 | 22 | 23 | 22 |
Bars Traded | 4289 | 2187 | 2102 | 4289 | 2187 | 2102 |
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 | 327571 | -178144 | -29144 | -374158 | -132226 | -579677 |
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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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