Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244023.4812 | 86136.088 | 157887.3932 | 90410.9406 | 33639.7736 | 56771.167 |
Total P&L (%) | 244.0235 | 86.1361 | 157.8874 | 90.4109 | 33.6398 | 56.7712 |
Avg Daily Profit (%) | 0.161 | 0.0568 | 0.1042 | 0.0425 | 0.0191 | 0.0297 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89684 | -28143 | -113970 | -102282 | -38186 | -101908 |
Profit Factor | 1.3454 | 1.3807 | 1.3287 | 1.1325 | 1.1512 | 1.1235 |
Total Trades | 227 | 114 | 113 | 227 | 114 | 113 |
Winning Trades | 114 | 63 | 51 | 114 | 63 | 51 |
Losing Trades | 113 | 51 | 62 | 113 | 51 | 62 |
Profitability (%) | 50.2203 | 55.2632 | 45.1327 | 50.2203 | 55.2632 | 45.1327 |
Ratio Avg Win / Avg Loss | 1.3336 | 1.1177 | 1.6153 | 1.1226 | 0.9319 | 1.3658 |
Largest Winning Trade | 77266 | 18941 | 77266 | 56328 | 21013 | 56328 |
Largest Losing Trade | -57503 | -11155 | -57503 | -77449 | -20543 | -77449 |
Avg Bars in Trades | 38 | 6 | 71 | 38 | 6 | 71 |
Avg Bars in Winners | 59 | 4 | 128 | 59 | 4 | 128 |
Avg Bars in Losers | 17 | 9 | 25 | 17 | 9 | 25 |
Bars Traded | 8850 | 738 | 8111 | 8850 | 738 | 8111 |
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 | 319162 | -115737 | -54672 | -209651 | -225257 | -240934 |
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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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