Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181765.2592 | 79026.8159 | 102738.4433 | 67492.2421 | 1676.7571 | 65815.485 |
Total P&L (%) | 181.7653 | 79.0268 | 102.7384 | 67.4922 | 1.6768 | 65.8155 |
Avg Daily Profit (%) | 0.1619 | 0.0704 | 0.0915 | 0.0459 | 0.0015 | 0.045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79821 | -86420 | -66115 | -128203 | -60943 | -111259 |
Profit Factor | 1.2994 | 1.3053 | 1.295 | 1.0799 | 1.0048 | 1.1331 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 49.4382 | 46.0674 | 52.809 | 49.4382 | 46.0674 | 52.809 |
Ratio Avg Win / Avg Loss | 1.329 | 1.5282 | 1.1573 | 1.1044 | 1.1763 | 1.0125 |
Largest Winning Trade | 108099 | 108099 | 37947 | 62709 | 62709 | 54654 |
Largest Losing Trade | -28411 | -20056 | -28411 | -48856 | -27418 | -48856 |
Avg Bars in Trades | 24 | 17 | 31 | 24 | 17 | 31 |
Avg Bars in Winners | 29 | 17 | 39 | 29 | 17 | 39 |
Avg Bars in Losers | 20 | 17 | 23 | 20 | 17 | 23 |
Bars Traded | 4412 | 1585 | 2827 | 4412 | 1585 | 2827 |
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 | 301209 | -99318 | -70723 | -263376 | -573437 | -207122 |
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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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