Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235250.8623 | 56051.4478 | 179199.4146 | -23939.0349 | 58890.7543 | -82829.7893 |
Total P&L (%) | 235.2509 | 56.0514 | 179.1994 | -23.939 | 58.8908 | -82.8298 |
Avg Daily Profit (%) | 0.1543 | 0.0368 | 0.1175 | -0.0179 | 0.0304 | -0.1155 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164887 | -89369 | -154268 | -1012725 | -491301 | -843571 |
Profit Factor | 1.2431 | 1.1322 | 1.3295 | 0.9936 | 1.041 | 0.964 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 106 | 50 | 56 | 106 | 50 | 56 |
Losing Trades | 105 | 56 | 49 | 105 | 56 | 49 |
Profitability (%) | 50.237 | 47.1698 | 53.3333 | 50.237 | 47.1698 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.2313 | 1.2681 | 1.1633 | 0.9842 | 1.166 | 0.8435 |
Largest Winning Trade | 68600 | 68600 | 60229 | 296375 | 296375 | 210399 |
Largest Losing Trade | -74431 | -16008 | -74431 | -451162 | -97005 | -451162 |
Avg Bars in Trades | 14 | 8 | 19 | 14 | 8 | 19 |
Avg Bars in Winners | 16 | 10 | 22 | 16 | 10 | 22 |
Avg Bars in Losers | 11 | 6 | 17 | 11 | 6 | 17 |
Bars Traded | 2995 | 918 | 2076 | 2995 | 918 | 2076 |
Profit Streak | 0 | 0 | 34.6613 | 0 | 0 | 34.6613 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301663 | -220888 | -34386 | -579365 | -329525 | -579350 |
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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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