Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379286.4658 | 348689.2646 | 30597.2012 | 62289.8712 | -1452.0786 | 63741.9497 |
Total P&L (%) | 379.2865 | 348.6893 | 30.5972 | 62.2899 | -1.4521 | 63.742 |
Avg Daily Profit (%) | 0.2036 | 0.1872 | 0.0164 | 0.026 | -0.0008 | 0.0265 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95641 | -95396 | -126298 | -215335 | -177435 | -136826 |
Profit Factor | 1.3846 | 1.6796 | 1.0647 | 1.0373 | 0.9984 | 1.0815 |
Total Trades | 305 | 153 | 152 | 305 | 153 | 152 |
Winning Trades | 138 | 63 | 75 | 138 | 63 | 75 |
Losing Trades | 167 | 90 | 77 | 167 | 90 | 77 |
Profitability (%) | 45.2459 | 41.1765 | 49.3421 | 45.2459 | 41.1765 | 49.3421 |
Ratio Avg Win / Avg Loss | 1.6756 | 2.3995 | 1.0931 | 1.2553 | 1.4262 | 1.1103 |
Largest Winning Trade | 278367 | 278367 | 52197 | 136046 | 136046 | 89532 |
Largest Losing Trade | -28059 | -24647 | -28059 | -48474 | -33365 | -48474 |
Avg Bars in Trades | 36 | 30 | 41 | 36 | 30 | 41 |
Avg Bars in Winners | 52 | 42 | 60 | 52 | 42 | 60 |
Avg Bars in Losers | 22 | 22 | 23 | 22 | 22 | 23 |
Bars Traded | 10980 | 4668 | 6312 | 10980 | 4668 | 6312 |
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 | 327975 | 270301 | -323352 | -338429 | -582296 | -288832 |
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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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