Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305504.7807 | 182814.5307 | 122690.25 | 180579.628 | 152836.3507 | 27743.2773 |
Total P&L (%) | 305.5048 | 182.8145 | 122.6903 | 180.5796 | 152.8364 | 27.7433 |
Avg Daily Profit (%) | 0.2231 | 0.1335 | 0.0896 | 0.0754 | 0.0678 | 0.0179 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158817 | -122474 | -75684 | -213176 | -147844 | -196525 |
Profit Factor | 1.3308 | 1.4036 | 1.2606 | 1.1073 | 1.1853 | 1.0323 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 103 | 45 | 58 | 103 | 45 | 58 |
Losing Trades | 108 | 61 | 47 | 108 | 61 | 47 |
Profitability (%) | 48.8152 | 42.4528 | 55.2381 | 48.8152 | 42.4528 | 55.2381 |
Ratio Avg Win / Avg Loss | 1.3954 | 1.9027 | 1.0216 | 1.161 | 1.6067 | 0.8365 |
Largest Winning Trade | 52902 | 52902 | 43692 | 125136 | 125136 | 81927 |
Largest Losing Trade | -40734 | -23063 | -40734 | -105176 | -105176 | -73723 |
Avg Bars in Trades | 76 | 61 | 91 | 76 | 61 | 91 |
Avg Bars in Winners | 98 | 78 | 113 | 98 | 78 | 113 |
Avg Bars in Losers | 55 | 47 | 64 | 55 | 47 | 64 |
Bars Traded | 16097 | 6474 | 9623 | 16097 | 6474 | 9623 |
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 | 314417 | -16198 | -73107 | -194215 | -121308 | -358518 |
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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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