Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363978.8651 | 290750.4156 | 73228.4494 | 375400.6404 | 309533.6486 | 65866.9918 |
Total P&L (%) | 363.9789 | 290.7504 | 73.2284 | 375.4006 | 309.5336 | 65.867 |
Avg Daily Profit (%) | 0.3494 | 0.2791 | 0.0703 | 0.1498 | 0.1354 | 0.0486 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88042 | -53450 | -68305 | -462790 | -249086 | -368722 |
Profit Factor | 1.5446 | 1.8717 | 1.2187 | 1.1495 | 1.2501 | 1.0517 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Losing Trades | 121 | 59 | 62 | 121 | 59 | 62 |
Profitability (%) | 42.9245 | 44.3396 | 41.5094 | 42.9245 | 44.3396 | 41.5094 |
Ratio Avg Win / Avg Loss | 2.0539 | 2.3496 | 1.7173 | 1.5285 | 1.5693 | 1.482 |
Largest Winning Trade | 214537 | 214537 | 55626 | 273345 | 273345 | 190412 |
Largest Losing Trade | -17839 | -16515 | -17839 | -118291 | -87268 | -118291 |
Avg Bars in Trades | 114 | 108 | 120 | 114 | 108 | 120 |
Avg Bars in Winners | 169 | 149 | 190 | 169 | 149 | 190 |
Avg Bars in Losers | 73 | 76 | 70 | 73 | 76 | 70 |
Bars Traded | 24289 | 11542 | 12747 | 24289 | 11542 | 12747 |
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 | 358069 | 337570 | -101945 | -49689 | -13798 | -295491 |
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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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