Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288335.4076 | 247625.6863 | 40709.7213 | 152501.5923 | 114772.2495 | 37729.3428 |
Total P&L (%) | 288.3354 | 247.6257 | 40.7097 | 152.5016 | 114.7722 | 37.7293 |
Avg Daily Profit (%) | 0.2768 | 0.2377 | 0.0391 | 0.089 | 0.0734 | 0.0307 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104464 | -89603 | -20413 | -371428 | -331680 | -49875 |
Profit Factor | 1.4632 | 1.4864 | 1.3589 | 1.1244 | 1.1123 | 1.1854 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 89 | 40 | 49 | 89 | 40 | 49 |
Losing Trades | 124 | 66 | 58 | 124 | 66 | 58 |
Profitability (%) | 41.784 | 37.7358 | 45.7944 | 41.784 | 37.7358 | 45.7944 |
Ratio Avg Win / Avg Loss | 2.0386 | 2.4526 | 1.6085 | 1.5666 | 1.8353 | 1.4032 |
Largest Winning Trade | 124721 | 124721 | 31632 | 264404 | 264404 | 38187 |
Largest Losing Trade | -30283 | -30283 | -9053 | -126625 | -126625 | -13149 |
Avg Bars in Trades | 114 | 212 | 17 | 114 | 212 | 17 |
Avg Bars in Winners | 145 | 297 | 22 | 145 | 297 | 22 |
Avg Bars in Losers | 92 | 161 | 13 | 92 | 161 | 13 |
Bars Traded | 24449 | 22560 | 1889 | 24449 | 22560 | 1889 |
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 | 302025 | 188513 | -142929 | -158804 | -195852 | -172438 |
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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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