Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110131.5613 | 105824.1757 | 4307.3857 | 32749.4583 | 114342.2362 | -81592.7779 |
Total P&L (%) | 110.1316 | 105.8242 | 4.3074 | 32.7495 | 114.3422 | -81.5928 |
Avg Daily Profit (%) | 1.2687 | 1.219 | 0.0496 | 0.3269 | 0.8821 | -1.9307 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75926 | -33992 | -53666 | -92832 | -26853 | -88987 |
Profit Factor | 1.3553 | 2.0087 | 1.021 | 1.1084 | 2.3896 | 0.6289 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Losing Trades | 138 | 68 | 70 | 138 | 68 | 70 |
Profitability (%) | 39.738 | 40.3509 | 39.1304 | 39.738 | 40.3509 | 39.1304 |
Ratio Avg Win / Avg Loss | 2.0553 | 2.9693 | 1.5882 | 1.6809 | 3.5325 | 0.9783 |
Largest Winning Trade | 119408 | 119408 | 76310 | 122768 | 122768 | 44499 |
Largest Losing Trade | -37370 | -5361 | -37370 | -84301 | -5903 | -84301 |
Avg Bars in Trades | 107 | 58 | 156 | 107 | 58 | 156 |
Avg Bars in Winners | 165 | 62 | 271 | 165 | 62 | 271 |
Avg Bars in Losers | 69 | 56 | 83 | 69 | 56 | 83 |
Bars Traded | 24726 | 6679 | 18047 | 24726 | 6679 | 18047 |
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 | 358206 | 395274 | -495153 | -99085 | 411211 | -587200 |
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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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