Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348856.4503 | 251853.4415 | 97003.0088 | 132574.843 | 318469.7213 | -185894.8782 |
Total P&L (%) | 348.8565 | 251.8534 | 97.003 | 132.5748 | 318.4697 | -185.8949 |
Avg Daily Profit (%) | 0.1968 | 0.1421 | 0.0547 | 0.0476 | 0.0808 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107278 | -90754 | -102937 | -596085 | -320331 | -498465 |
Profit Factor | 1.3537 | 1.5075 | 1.1979 | 1.0406 | 1.2062 | 0.8922 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 119 | 58 | 61 | 119 | 58 | 61 |
Losing Trades | 97 | 50 | 47 | 97 | 50 | 47 |
Profitability (%) | 55.0926 | 53.7037 | 56.4815 | 55.0926 | 53.7037 | 56.4815 |
Ratio Avg Win / Avg Loss | 1.1034 | 1.2995 | 0.923 | 0.8482 | 1.0398 | 0.6874 |
Largest Winning Trade | 127098 | 127098 | 55939 | 176262 | 176262 | 121870 |
Largest Losing Trade | -32817 | -29039 | -32817 | -156865 | -136018 | -156865 |
Avg Bars in Trades | 23 | 24 | 21 | 23 | 24 | 21 |
Avg Bars in Winners | 27 | 27 | 28 | 27 | 27 | 28 |
Avg Bars in Losers | 17 | 21 | 13 | 17 | 21 | 13 |
Bars Traded | 5008 | 2640 | 2368 | 5008 | 2640 | 2368 |
Profit Streak | 0 | 0 | 15.2238 | 0 | 0 | 15.2238 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362665 | -1528 | -122883 | -304825 | -85093 | -579342 |
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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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