Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357086.9363 | 126913.4968 | 230173.4396 | 84337.6968 | -13245.261 | 97582.9578 |
Total P&L (%) | 357.0869 | 126.9135 | 230.1734 | 84.3377 | -13.2453 | 97.583 |
Avg Daily Profit (%) | 0.2142 | 0.0761 | 0.1381 | 0.0367 | -0.0085 | 0.0409 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155257 | -90765 | -103754 | -648579 | -345770 | -610065 |
Profit Factor | 1.2939 | 1.1768 | 1.4632 | 1.0235 | 0.9932 | 1.0595 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 145 | 67 | 78 | 145 | 67 | 78 |
Losing Trades | 110 | 60 | 50 | 110 | 60 | 50 |
Profitability (%) | 56.8627 | 52.7559 | 60.9375 | 56.8627 | 52.7559 | 60.9375 |
Ratio Avg Win / Avg Loss | 0.9816 | 1.0538 | 0.9379 | 0.7765 | 0.8894 | 0.6792 |
Largest Winning Trade | 82215 | 82215 | 47511 | 135429 | 135429 | 96534 |
Largest Losing Trade | -56508 | -35200 | -56508 | -201442 | -166298 | -201442 |
Avg Bars in Trades | 18 | 19 | 18 | 18 | 19 | 18 |
Avg Bars in Winners | 18 | 19 | 18 | 18 | 19 | 18 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 4842 | 2425 | 2417 | 4842 | 2425 | 2417 |
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 | 310466 | -116962 | -7809 | -337718 | -580360 | -293537 |
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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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