Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377331.784 | 322468.4415 | 54863.3426 | 135684.3398 | 324988.9915 | -189304.6516 |
Total P&L (%) | 377.3318 | 322.4684 | 54.8633 | 135.6843 | 324.989 | -189.3047 |
Avg Daily Profit (%) | 0.1811 | 0.1548 | 0.0263 | 0.0412 | 0.0695 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110465 | -110496 | -127244 | -382057 | -234266 | -436443 |
Profit Factor | 1.4341 | 1.8024 | 1.1174 | 1.0744 | 1.4412 | 0.826 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Losing Trades | 104 | 53 | 51 | 104 | 53 | 51 |
Profitability (%) | 46.9388 | 45.9184 | 47.9592 | 46.9388 | 45.9184 | 47.9592 |
Ratio Avg Win / Avg Loss | 1.6212 | 2.1229 | 1.2125 | 1.2145 | 1.6974 | 0.8963 |
Largest Winning Trade | 175791 | 175791 | 62836 | 128056 | 128056 | 102347 |
Largest Losing Trade | -53486 | -25952 | -53486 | -233015 | -70801 | -233015 |
Avg Bars in Trades | 125 | 120 | 129 | 125 | 120 | 129 |
Avg Bars in Winners | 149 | 148 | 150 | 149 | 148 | 150 |
Avg Bars in Losers | 103 | 96 | 110 | 103 | 96 | 110 |
Bars Traded | 24528 | 11820 | 12707 | 24528 | 11820 | 12707 |
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 | 335164 | 315845 | -251169 | -276818 | -99995 | -581864 |
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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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