Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300422.9298 | 260469.3222 | 39953.6076 | 246163.8003 | 249406.3476 | -3242.5473 |
Total P&L (%) | 300.4229 | 260.4693 | 39.9536 | 246.1638 | 249.4063 | -3.2425 |
Avg Daily Profit (%) | 0.248 | 0.215 | 0.033 | 0.1026 | 0.1033 | -0.0027 |
Buy And Hold Return (%) | 45.4772 | 45.4772 | 45.4772 | 45.4772 | 45.4772 | 45.4772 |
Max Trade Drawdown | -54959 | -60308 | -77438 | -223411 | -211329 | -184366 |
Profit Factor | 1.4246 | 1.8308 | 1.1014 | 1.147 | 1.3031 | 0.9962 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Losing Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Profitability (%) | 44.5122 | 41.4634 | 47.561 | 44.5122 | 41.4634 | 47.561 |
Ratio Avg Win / Avg Loss | 1.7759 | 2.5846 | 1.2144 | 1.4298 | 1.8397 | 1.0984 |
Largest Winning Trade | 76536 | 76536 | 38713 | 99701 | 99701 | 87323 |
Largest Losing Trade | -40352 | -29175 | -40352 | -105331 | -105331 | -87926 |
Avg Bars in Trades | 43 | 45 | 40 | 43 | 45 | 40 |
Avg Bars in Winners | 58 | 62 | 55 | 58 | 62 | 55 |
Avg Bars in Losers | 30 | 33 | 26 | 30 | 33 | 26 |
Bars Traded | 7055 | 3723 | 3332 | 7055 | 3723 | 3332 |
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 | 304212 | 93487 | -428986 | -117267 | -62602 | -584517 |
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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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