Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332386.6962 | 247554.499 | 84832.1972 | 39957.8752 | 32945.587 | 7012.2883 |
Total P&L (%) | 332.3867 | 247.5545 | 84.8322 | 39.9579 | 32.9456 | 7.0123 |
Avg Daily Profit (%) | 0.1718 | 0.1279 | 0.0438 | 0.0174 | 0.0147 | 0.0035 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127074 | -98242 | -86560 | -714383 | -406070 | -352292 |
Profit Factor | 1.3029 | 1.3966 | 1.1793 | 1.0131 | 1.0183 | 1.0056 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 141 | 69 | 72 | 141 | 69 | 72 |
Losing Trades | 141 | 72 | 69 | 141 | 72 | 69 |
Profitability (%) | 50 | 48.9362 | 51.0638 | 50 | 48.9362 | 51.0638 |
Ratio Avg Win / Avg Loss | 1.3029 | 1.4573 | 1.1302 | 1.0131 | 1.0626 | 0.9637 |
Largest Winning Trade | 118096 | 118096 | 49697 | 273173 | 273173 | 118474 |
Largest Losing Trade | -55570 | -33325 | -55570 | -133064 | -115655 | -133064 |
Avg Bars in Trades | 80 | 72 | 88 | 80 | 72 | 88 |
Avg Bars in Winners | 89 | 77 | 100 | 89 | 77 | 100 |
Avg Bars in Losers | 70 | 66 | 75 | 70 | 66 | 75 |
Bars Traded | 22573 | 10164 | 12409 | 22573 | 10164 | 12409 |
Profit Streak | 0 | 19.1882 | 0 | 0 | 19.1882 | 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 | 322438 | -21587 | -157662 | -376510 | -376470 | -569977 |
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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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