Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329115.7241 | 208233.1452 | 120882.579 | 729038.6687 | 592598.7659 | 136439.9027 |
Total P&L (%) | 329.1157 | 208.2331 | 120.8826 | 729.0387 | 592.5988 | 136.4399 |
Avg Daily Profit (%) | 0.316 | 0.1999 | 0.1161 | 0.2033 | 0.186 | 0.0826 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65742 | -56968 | -89584 | -316889 | -118296 | -248440 |
Profit Factor | 1.5677 | 1.7548 | 1.3978 | 1.4341 | 1.785 | 1.1476 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 106 | 47 | 59 | 106 | 47 | 59 |
Losing Trades | 158 | 85 | 73 | 158 | 85 | 73 |
Profitability (%) | 40.1515 | 35.6061 | 44.697 | 40.1515 | 35.6061 | 44.697 |
Ratio Avg Win / Avg Loss | 2.3367 | 3.1736 | 1.7295 | 2.1375 | 3.2282 | 1.4199 |
Largest Winning Trade | 68916 | 68916 | 30253 | 274386 | 274386 | 193204 |
Largest Losing Trade | -24568 | -14278 | -24568 | -104664 | -80415 | -104664 |
Avg Bars in Trades | 93 | 87 | 99 | 93 | 87 | 99 |
Avg Bars in Winners | 161 | 155 | 165 | 161 | 155 | 165 |
Avg Bars in Losers | 48 | 49 | 46 | 48 | 49 | 46 |
Bars Traded | 24721 | 11555 | 13166 | 24721 | 11555 | 13166 |
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 | 323790 | 185245 | -38544 | 274713 | 198049 | -143095 |
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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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