Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388126.2992 | 297224.2622 | 90902.0371 | 211530.09 | 2598.2154 | 208931.8745 |
Total P&L (%) | 388.1263 | 297.2243 | 90.902 | 211.5301 | 2.5982 | 208.9319 |
Avg Daily Profit (%) | 0.2097 | 0.1606 | 0.0491 | 0.0614 | 0.0014 | 0.0609 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171641 | -147831 | -89114 | -2043063 | -2221680 | -1079913 |
Profit Factor | 1.3868 | 1.6002 | 1.1789 | 1.0206 | 1.0005 | 1.0408 |
Total Trades | 271 | 136 | 135 | 271 | 136 | 135 |
Winning Trades | 128 | 61 | 67 | 128 | 61 | 67 |
Losing Trades | 143 | 75 | 68 | 143 | 75 | 68 |
Profitability (%) | 47.2325 | 44.8529 | 49.6296 | 47.2325 | 44.8529 | 49.6296 |
Ratio Avg Win / Avg Loss | 1.5493 | 1.9675 | 1.1965 | 1.1403 | 1.2301 | 1.0563 |
Largest Winning Trade | 92939 | 92939 | 49552 | 804190 | 804190 | 598975 |
Largest Losing Trade | -36338 | -27069 | -36338 | -504284 | -459060 | -504284 |
Avg Bars in Trades | 81 | 74 | 87 | 81 | 74 | 87 |
Avg Bars in Winners | 100 | 95 | 104 | 100 | 95 | 104 |
Avg Bars in Losers | 63 | 57 | 70 | 63 | 57 | 70 |
Bars Traded | 21952 | 10181 | 11771 | 21952 | 10181 | 11771 |
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 | 351732 | 292223 | -151459 | -308418 | -578900 | -287554 |
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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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