Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252461.0139 | 189714.7011 | 62746.3128 | 20057.3329 | 73526.1591 | -53468.8262 |
Total P&L (%) | 252.461 | 189.7147 | 62.7463 | 20.0573 | 73.5262 | -53.4688 |
Avg Daily Profit (%) | 0.247 | 0.1856 | 0.0614 | 0.0179 | 0.0539 | -0.0748 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99130 | -69088 | -106358 | -186923 | -111236 | -111637 |
Profit Factor | 1.2585 | 1.4317 | 1.1168 | 1.0243 | 1.2011 | 0.8834 |
Total Trades | 287 | 144 | 143 | 287 | 144 | 143 |
Winning Trades | 140 | 62 | 78 | 140 | 62 | 78 |
Losing Trades | 147 | 82 | 65 | 147 | 82 | 65 |
Profitability (%) | 48.7805 | 43.0556 | 54.5455 | 48.7805 | 43.0556 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.3214 | 1.8936 | 0.9307 | 1.0756 | 1.5885 | 0.7361 |
Largest Winning Trade | 183959 | 183959 | 45095 | 133028 | 133028 | 25782 |
Largest Losing Trade | -38804 | -25389 | -38804 | -54986 | -32754 | -54986 |
Avg Bars in Trades | 42 | 35 | 48 | 42 | 35 | 48 |
Avg Bars in Winners | 56 | 49 | 61 | 56 | 49 | 61 |
Avg Bars in Losers | 28 | 24 | 33 | 28 | 24 | 33 |
Bars Traded | 12067 | 5070 | 6997 | 12067 | 5070 | 6997 |
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 | 319674 | 238494 | -204752 | -368537 | -123169 | -580364 |
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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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