Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101058.323 | 66751.9283 | 34306.3948 | -88.1802 | 64306.3213 | -64394.5016 |
Total P&L (%) | 101.0583 | 66.7519 | 34.3064 | -0.0882 | 64.3063 | -64.3945 |
Avg Daily Profit (%) | 0.3881 | 0.2563 | 0.1317 | -0.0003 | 0.1909 | -0.3958 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91585 | -25304 | -88581 | -173081 | -44503 | -185527 |
Profit Factor | 1.2201 | 1.3572 | 1.126 | 0.9999 | 1.2635 | 0.8475 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 122 | 60 | 62 | 122 | 60 | 62 |
Losing Trades | 118 | 60 | 58 | 118 | 60 | 58 |
Profitability (%) | 50.8333 | 50 | 51.6667 | 50.8333 | 50 | 51.6667 |
Ratio Avg Win / Avg Loss | 1.1801 | 1.3572 | 1.0533 | 0.9671 | 1.2635 | 0.7928 |
Largest Winning Trade | 28041 | 16871 | 28041 | 31916 | 24036 | 31916 |
Largest Losing Trade | -74390 | -15360 | -74390 | -163932 | -21164 | -163932 |
Avg Bars in Trades | 102 | 107 | 96 | 102 | 107 | 96 |
Avg Bars in Winners | 111 | 116 | 105 | 111 | 116 | 105 |
Avg Bars in Losers | 93 | 98 | 87 | 93 | 98 | 87 |
Bars Traded | 24567 | 12939 | 11628 | 24567 | 12939 | 11628 |
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 | 316517 | 240783 | -103265 | -580809 | 194146 | -582192 |
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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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