Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315409.3114 | 159581.2042 | 155828.1072 | 28752.2624 | -50453.5647 | 79205.8272 |
Total P&L (%) | 315.4093 | 159.5812 | 155.8281 | 28.7523 | -50.4536 | 79.2058 |
Avg Daily Profit (%) | 0.1744 | 0.0882 | 0.0862 | 0.014 | -0.0388 | 0.0323 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104602 | -132330 | -82897 | -452299 | -424780 | -421173 |
Profit Factor | 1.2768 | 1.279 | 1.2746 | 1.0102 | 0.9624 | 1.0536 |
Total Trades | 277 | 139 | 138 | 277 | 139 | 138 |
Winning Trades | 137 | 63 | 74 | 137 | 63 | 74 |
Losing Trades | 140 | 76 | 64 | 140 | 76 | 64 |
Profitability (%) | 49.4585 | 45.3237 | 53.6232 | 49.4585 | 45.3237 | 53.6232 |
Ratio Avg Win / Avg Loss | 1.3048 | 1.5429 | 1.1024 | 1.0323 | 1.161 | 0.9113 |
Largest Winning Trade | 69127 | 69127 | 47896 | 147144 | 101096 | 147144 |
Largest Losing Trade | -72343 | -24345 | -72343 | -317361 | -69376 | -317361 |
Avg Bars in Trades | 76 | 58 | 94 | 76 | 58 | 94 |
Avg Bars in Winners | 89 | 58 | 116 | 89 | 58 | 116 |
Avg Bars in Losers | 63 | 58 | 68 | 63 | 58 | 68 |
Bars Traded | 21152 | 8110 | 13042 | 21152 | 8110 | 13042 |
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 | 308983 | -76090 | -77710 | -385458 | -581115 | -312703 |
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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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