Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414525.1197 | 301885.385 | 112639.7348 | 135156.8693 | 290413.0645 | -155256.1952 |
Total P&L (%) | 414.5251 | 301.8854 | 112.6397 | 135.1569 | 290.4131 | -155.2562 |
Avg Daily Profit (%) | 0.2373 | 0.1728 | 0.0645 | 0.049 | 0.078 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150796 | -111637 | -106016 | -799434 | -622509 | -603635 |
Profit Factor | 1.4193 | 1.6272 | 1.2221 | 1.04 | 1.187 | 0.9149 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 96 | 41 | 55 | 96 | 41 | 55 |
Losing Trades | 95 | 55 | 40 | 95 | 55 | 40 |
Profitability (%) | 50.2618 | 42.7083 | 57.8947 | 50.2618 | 42.7083 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.4045 | 2.1828 | 0.8888 | 1.0292 | 1.5923 | 0.6654 |
Largest Winning Trade | 174255 | 174255 | 47615 | 347569 | 347569 | 229472 |
Largest Losing Trade | -52290 | -27673 | -52290 | -209008 | -99252 | -209008 |
Avg Bars in Trades | 108 | 86 | 131 | 108 | 86 | 131 |
Avg Bars in Winners | 113 | 79 | 138 | 113 | 79 | 138 |
Avg Bars in Losers | 104 | 91 | 121 | 104 | 91 | 121 |
Bars Traded | 20759 | 8280 | 12479 | 20759 | 8280 | 12479 |
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 | 352330 | 264092 | -108162 | -302997 | -105660 | -580055 |
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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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