Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176606.1916 | 19474.5466 | 157131.6451 | 91973.6539 | -84868.0287 | 176841.6827 |
Total P&L (%) | 176.6062 | 19.4745 | 157.1316 | 91.9737 | -84.868 | 176.8417 |
Avg Daily Profit (%) | 0.1718 | 0.0189 | 0.1528 | 0.0634 | -0.1835 | 0.0991 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83483 | -103279 | -58856 | -268551 | -194904 | -156138 |
Profit Factor | 1.2404 | 1.0486 | 1.4704 | 1.067 | 0.8864 | 1.2829 |
Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
Winning Trades | 115 | 51 | 64 | 115 | 51 | 64 |
Losing Trades | 134 | 74 | 60 | 134 | 74 | 60 |
Profitability (%) | 46.1847 | 40.8 | 51.6129 | 46.1847 | 40.8 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.4453 | 1.5215 | 1.3785 | 1.2433 | 1.2862 | 1.2027 |
Largest Winning Trade | 80818 | 80818 | 36414 | 90032 | 90032 | 53526 |
Largest Losing Trade | -17644 | -17013 | -17644 | -41481 | -32989 | -41481 |
Avg Bars in Trades | 16 | 17 | 15 | 16 | 17 | 15 |
Avg Bars in Winners | 21 | 22 | 20 | 21 | 22 | 20 |
Avg Bars in Losers | 11 | 13 | 9 | 11 | 13 | 9 |
Bars Traded | 4029 | 2161 | 1868 | 4029 | 2161 | 1868 |
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 | 259059 | -344261 | 309777 | -254929 | -582633 | -60460 |
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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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