Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279161.6761 | 125790.7868 | 153370.8893 | 194476.9897 | 160053.2272 | 34423.7625 |
Total P&L (%) | 279.1617 | 125.7908 | 153.3709 | 194.477 | 160.0532 | 34.4238 |
Avg Daily Profit (%) | 0.1747 | 0.0787 | 0.096 | 0.0676 | 0.0598 | 0.0185 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90446 | -102967 | -73441 | -323468 | -270364 | -267369 |
Profit Factor | 1.3392 | 1.2688 | 1.432 | 1.1033 | 1.158 | 1.0396 |
Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
Winning Trades | 123 | 57 | 66 | 123 | 57 | 66 |
Losing Trades | 106 | 58 | 48 | 106 | 58 | 48 |
Profitability (%) | 53.7118 | 49.5652 | 57.8947 | 53.7118 | 49.5652 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.1541 | 1.291 | 1.0414 | 0.9509 | 1.1783 | 0.7561 |
Largest Winning Trade | 65759 | 64156 | 65759 | 156380 | 156380 | 134558 |
Largest Losing Trade | -27887 | -25451 | -27887 | -109146 | -79172 | -109146 |
Avg Bars in Trades | 80 | 63 | 98 | 80 | 63 | 98 |
Avg Bars in Winners | 92 | 62 | 118 | 92 | 62 | 118 |
Avg Bars in Losers | 67 | 64 | 70 | 67 | 64 | 70 |
Bars Traded | 18510 | 7301 | 11209 | 18510 | 7301 | 11209 |
Profit Streak | 0 | 0 | 14.6465 | 0 | 0 | 14.6465 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338690 | -88341 | -62544 | -209465 | -160128 | -348086 |
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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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