Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311088.4573 | 304921.3536 | 6167.1037 | -4942.0538 | 268018.8485 | -272960.9023 |
Total P&L (%) | 311.0885 | 304.9214 | 6.1671 | -4.9421 | 268.0188 | -272.9609 |
Avg Daily Profit (%) | 0.1664 | 0.1631 | 0.0033 | -0.0027 | 0.0697 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223532 | -139628 | -155706 | -576911 | -274124 | -358567 |
Profit Factor | 1.3612 | 1.659 | 1.0155 | 0.9953 | 1.5855 | 0.5317 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 85 | 39 | 46 | 85 | 39 | 46 |
Losing Trades | 83 | 45 | 38 | 83 | 45 | 38 |
Profitability (%) | 50.5952 | 46.4286 | 54.7619 | 50.5952 | 46.4286 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.3292 | 1.9142 | 0.8389 | 0.9718 | 1.8294 | 0.4393 |
Largest Winning Trade | 193296 | 193296 | 36802 | 224762 | 224762 | 47895 |
Largest Losing Trade | -49571 | -49571 | -43657 | -179075 | -130773 | -179075 |
Avg Bars in Trades | 21 | 20 | 22 | 21 | 20 | 22 |
Avg Bars in Winners | 25 | 24 | 27 | 25 | 24 | 27 |
Avg Bars in Losers | 17 | 18 | 16 | 17 | 18 | 16 |
Bars Traded | 3657 | 1759 | 1898 | 3657 | 1759 | 1898 |
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 | 324981 | 324281 | -558789 | -579543 | -98321 | -580212 |
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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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