Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 220046.135 | 168909.0091 | 51137.1258 | 266184.4238 | 198976.3726 | 67208.0512 |
Total P&L (%) | 220.0461 | 168.909 | 51.1371 | 266.1844 | 198.9764 | 67.2081 |
Avg Daily Profit (%) | 0.4225 | 0.3243 | 0.0982 | 0.2495 | 0.2105 | 0.0988 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73471 | -47808 | -52259 | -481793 | -266816 | -353201 |
Profit Factor | 1.4669 | 1.7204 | 1.2159 | 1.1339 | 1.2071 | 1.0654 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 95 | 49 | 46 | 95 | 49 | 46 |
Profitability (%) | 40.9938 | 39.5062 | 42.5 | 40.9938 | 39.5062 | 42.5 |
Ratio Avg Win / Avg Loss | 2.1114 | 2.6343 | 1.6451 | 1.6321 | 1.8484 | 1.4414 |
Largest Winning Trade | 81385 | 81385 | 27268 | 172971 | 172971 | 129788 |
Largest Losing Trade | -15931 | -15163 | -15931 | -135096 | -96697 | -135096 |
Avg Bars in Trades | 150 | 149 | 151 | 150 | 149 | 151 |
Avg Bars in Winners | 238 | 244 | 233 | 238 | 244 | 233 |
Avg Bars in Losers | 89 | 87 | 91 | 89 | 87 | 91 |
Bars Traded | 24261 | 12120 | 12141 | 24261 | 12120 | 12141 |
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 | 306352 | -4663 | -85414 | -67333 | -8269 | -232849 |
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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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