Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303467.9094 | 226639.2476 | 76828.6618 | -7158.5983 | -66930.6269 | 59772.0287 |
Total P&L (%) | 303.4679 | 226.6392 | 76.8287 | -7.1586 | -66.9306 | 59.772 |
Avg Daily Profit (%) | 0.224 | 0.1673 | 0.0567 | -0.0055 | -0.0817 | 0.0346 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162226 | -128152 | -106304 | -193763 | -147309 | -121161 |
Profit Factor | 1.3766 | 1.5464 | 1.1965 | 0.9925 | 0.8629 | 1.1265 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 90 | 39 | 51 | 90 | 39 | 51 |
Losing Trades | 82 | 47 | 35 | 82 | 47 | 35 |
Profitability (%) | 52.3256 | 45.3488 | 59.3023 | 52.3256 | 45.3488 | 59.3023 |
Ratio Avg Win / Avg Loss | 1.2542 | 1.8636 | 0.8211 | 0.9043 | 1.0399 | 0.7731 |
Largest Winning Trade | 246587 | 246587 | 48191 | 83714 | 45446 | 83714 |
Largest Losing Trade | -55839 | -24525 | -55839 | -52644 | -49929 | -52644 |
Avg Bars in Trades | 23 | 18 | 27 | 23 | 18 | 27 |
Avg Bars in Winners | 28 | 20 | 34 | 28 | 20 | 34 |
Avg Bars in Losers | 17 | 16 | 18 | 17 | 16 | 18 |
Bars Traded | 3967 | 1582 | 2385 | 3967 | 1582 | 2385 |
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 | 354903 | 294731 | -122088 | -579297 | -580966 | -229251 |
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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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