Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 204545.0483 | 177631.0278 | 26914.0205 | 64431.0367 | 151992.5018 | -87561.4652 |
Total P&L (%) | 204.545 | 177.631 | 26.914 | 64.431 | 151.9925 | -87.5615 |
Avg Daily Profit (%) | 0.1964 | 0.1705 | 0.0258 | 0.0478 | 0.0888 | -0.1999 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103845 | -80785 | -74095 | -383956 | -271265 | -261059 |
Profit Factor | 1.2699 | 1.4951 | 1.0675 | 1.0384 | 1.1954 | 0.9028 |
Total Trades | 269 | 135 | 134 | 269 | 135 | 134 |
Winning Trades | 129 | 68 | 61 | 129 | 68 | 61 |
Losing Trades | 140 | 67 | 73 | 140 | 67 | 73 |
Profitability (%) | 47.9554 | 50.3704 | 45.5224 | 47.9554 | 50.3704 | 45.5224 |
Ratio Avg Win / Avg Loss | 1.3782 | 1.4731 | 1.2775 | 1.1269 | 1.1779 | 1.0805 |
Largest Winning Trade | 137343 | 137343 | 43543 | 158143 | 158143 | 100318 |
Largest Losing Trade | -30129 | -20144 | -30129 | -93704 | -82960 | -93704 |
Avg Bars in Trades | 91 | 84 | 97 | 91 | 84 | 97 |
Avg Bars in Winners | 112 | 95 | 131 | 112 | 95 | 131 |
Avg Bars in Losers | 72 | 74 | 69 | 72 | 74 | 69 |
Bars Traded | 24580 | 11466 | 13114 | 24580 | 11466 | 13114 |
Profit Streak | 0 | 0 | 13.3723 | 0 | 0 | 13.3723 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 291678 | 305885 | -308922 | -307207 | -80147 | -579972 |
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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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