Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303713.2287 | 201704.8552 | 102008.3735 | 113795.1503 | 63899.6214 | 49895.5288 |
Total P&L (%) | 303.7132 | 201.7049 | 102.0084 | 113.7952 | 63.8996 | 49.8955 |
Avg Daily Profit (%) | 0.2223 | 0.1476 | 0.0746 | 0.0556 | 0.0362 | 0.0296 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107197 | -101439 | -64544 | -139788 | -134054 | -129259 |
Profit Factor | 1.3849 | 1.503 | 1.2628 | 1.1154 | 1.1292 | 1.1016 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 72 | 34 | 38 | 72 | 34 | 38 |
Losing Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Profitability (%) | 44.4444 | 41.9753 | 46.9136 | 44.4444 | 41.9753 | 46.9136 |
Ratio Avg Win / Avg Loss | 1.7311 | 2.0777 | 1.429 | 1.3943 | 1.5609 | 1.2465 |
Largest Winning Trade | 121783 | 121783 | 46782 | 80044 | 80044 | 64048 |
Largest Losing Trade | -39905 | -27896 | -39905 | -65977 | -48134 | -65977 |
Avg Bars in Trades | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Winners | 25 | 23 | 27 | 25 | 23 | 27 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 2692 | 1235 | 1457 | 2692 | 1235 | 1457 |
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 | 305674 | -8362 | -106298 | -213251 | -237133 | -276333 |
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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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