Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304566.1504 | 213546.5765 | 91019.5739 | 118904.7453 | 229601.7521 | -110697.0068 |
Total P&L (%) | 304.5662 | 213.5466 | 91.0196 | 118.9047 | 229.6018 | -110.697 |
Avg Daily Profit (%) | 0.1804 | 0.1265 | 0.0539 | 0.0464 | 0.0707 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116203 | -77872 | -94500 | -622631 | -148598 | -488384 |
Profit Factor | 1.3524 | 1.5269 | 1.1983 | 1.065 | 1.2865 | 0.8924 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 100 | 44 | 56 | 100 | 44 | 56 |
Losing Trades | 117 | 64 | 53 | 117 | 64 | 53 |
Profitability (%) | 46.0829 | 40.7407 | 51.3761 | 46.0829 | 40.7407 | 51.3761 |
Ratio Avg Win / Avg Loss | 1.5823 | 2.221 | 1.1341 | 1.246 | 1.8713 | 0.8446 |
Largest Winning Trade | 79589 | 79589 | 54811 | 168854 | 168854 | 138177 |
Largest Losing Trade | -46017 | -26219 | -46017 | -149924 | -74410 | -149924 |
Avg Bars in Trades | 92 | 91 | 92 | 92 | 91 | 92 |
Avg Bars in Winners | 124 | 132 | 117 | 124 | 132 | 117 |
Avg Bars in Losers | 64 | 63 | 66 | 64 | 63 | 66 |
Bars Traded | 19993 | 9895 | 10098 | 19993 | 9895 | 10098 |
Profit Streak | 0 | 35.4087 | 0 | 0 | 35.4087 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308946 | -24854 | -123345 | -280355 | -100763 | -580863 |
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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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