Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371270.658 | 323184.5426 | 48086.1154 | 65264.2706 | 412168.51 | -346904.2394 |
Total P&L (%) | 371.2707 | 323.1845 | 48.0861 | 65.2643 | 412.1685 | -346.9042 |
Avg Daily Profit (%) | 0.2081 | 0.1811 | 0.027 | 0.0282 | 0.0916 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107904 | -95618 | -103915 | -591755 | -256863 | -516351 |
Profit Factor | 1.3728 | 1.6776 | 1.0927 | 1.0243 | 1.3481 | 0.7694 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Losing Trades | 88 | 45 | 43 | 88 | 45 | 43 |
Profitability (%) | 46.0123 | 44.4444 | 47.561 | 46.0123 | 44.4444 | 47.561 |
Ratio Avg Win / Avg Loss | 1.6108 | 2.097 | 1.2047 | 1.2018 | 1.6851 | 0.8483 |
Largest Winning Trade | 88902 | 88902 | 62326 | 214104 | 214104 | 101217 |
Largest Losing Trade | -53168 | -37944 | -53168 | -381931 | -127648 | -381931 |
Avg Bars in Trades | 42 | 45 | 40 | 42 | 45 | 40 |
Avg Bars in Winners | 59 | 63 | 56 | 59 | 63 | 56 |
Avg Bars in Losers | 28 | 30 | 26 | 28 | 30 | 26 |
Bars Traded | 7008 | 3655 | 3353 | 7008 | 3655 | 3353 |
Profit Streak | 0 | 76.0684 | 0 | 0 | 76.0684 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310801 | -2516 | -282363 | -350098 | -82348 | -586184 |
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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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