Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143620.8968 | 89898.1165 | 53722.7803 | 103205.7323 | -21659.2413 | 124864.9737 |
Total P&L (%) | 143.6209 | 89.8981 | 53.7228 | 103.2057 | -21.6592 | 124.865 |
Avg Daily Profit (%) | 0.2758 | 0.1726 | 0.1031 | 0.1362 | -0.0469 | 0.1557 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106854 | -99360 | -13910 | -283589 | -282652 | -26910 |
Profit Factor | 1.3173 | 1.2408 | 1.6778 | 1.1224 | 0.9694 | 1.9298 |
Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Winning Trades | 101 | 45 | 56 | 101 | 45 | 56 |
Losing Trades | 108 | 59 | 49 | 108 | 59 | 49 |
Profitability (%) | 48.3254 | 43.2692 | 53.3333 | 48.3254 | 43.2692 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.4086 | 1.6268 | 1.4681 | 1.2002 | 1.271 | 1.6886 |
Largest Winning Trade | 68214 | 68214 | 17447 | 90884 | 90884 | 44188 |
Largest Losing Trade | -19001 | -19001 | -4443 | -54386 | -54386 | -18357 |
Avg Bars in Trades | 116 | 219 | 15 | 116 | 219 | 15 |
Avg Bars in Winners | 116 | 244 | 14 | 116 | 244 | 14 |
Avg Bars in Losers | 117 | 200 | 17 | 117 | 200 | 17 |
Bars Traded | 24430 | 22786 | 1644 | 24430 | 22786 | 1644 |
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 | 299959 | 171235 | -54149 | -97148 | -582574 | 387859 |
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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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