Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 366234.6421 | 267732.4763 | 98502.1658 | 528143.2112 | 535885.7758 | -7742.5645 |
Total P&L (%) | 366.2346 | 267.7325 | 98.5022 | 528.1432 | 535.8858 | -7.7426 |
Avg Daily Profit (%) | 0.2589 | 0.1893 | 0.0696 | 0.13 | 0.1309 | -0.0057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160784 | -107790 | -91062 | -449698 | -246042 | -444932 |
Profit Factor | 1.5819 | 1.9422 | 1.2853 | 1.3245 | 1.8105 | 0.992 |
Total Trades | 239 | 120 | 119 | 239 | 120 | 119 |
Winning Trades | 116 | 64 | 52 | 116 | 64 | 52 |
Losing Trades | 123 | 56 | 67 | 123 | 56 | 67 |
Profitability (%) | 48.5356 | 53.3333 | 43.6975 | 48.5356 | 53.3333 | 43.6975 |
Ratio Avg Win / Avg Loss | 1.6773 | 1.6994 | 1.6561 | 1.4044 | 1.5842 | 1.2781 |
Largest Winning Trade | 106863 | 106863 | 65351 | 217131 | 217131 | 208958 |
Largest Losing Trade | -34707 | -32745 | -34707 | -288509 | -135652 | -288509 |
Avg Bars in Trades | 33 | 32 | 34 | 33 | 32 | 34 |
Avg Bars in Winners | 43 | 35 | 53 | 43 | 35 | 53 |
Avg Bars in Losers | 24 | 29 | 20 | 24 | 29 | 20 |
Bars Traded | 8045 | 3886 | 4160 | 8045 | 3886 | 4160 |
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 | 422039 | 410930 | -101540 | -18146 | -14274 | -581800 |
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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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