Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 197456.6611 | 147841.4994 | 49615.1617 | 141517.8256 | 21021.9338 | 120495.8918 |
Total P&L (%) | 197.4567 | 147.8415 | 49.6152 | 141.5178 | 21.0219 | 120.4959 |
Avg Daily Profit (%) | 0.1896 | 0.1419 | 0.0476 | 0.0847 | 0.0183 | 0.0759 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83923 | -56959 | -68126 | -238488 | -185171 | -173933 |
Profit Factor | 1.3854 | 1.6062 | 1.1849 | 1.1321 | 1.0369 | 1.2405 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 54.6154 | 52.3077 | 56.9231 | 54.6154 | 52.3077 | 56.9231 |
Ratio Avg Win / Avg Loss | 1.1513 | 1.4645 | 0.8967 | 0.9408 | 0.9454 | 0.9388 |
Largest Winning Trade | 78104 | 78104 | 36931 | 92682 | 91012 | 92682 |
Largest Losing Trade | -26066 | -25655 | -26066 | -66933 | -60866 | -66933 |
Avg Bars in Trades | 186 | 162 | 210 | 186 | 162 | 210 |
Avg Bars in Winners | 164 | 128 | 197 | 164 | 128 | 197 |
Avg Bars in Losers | 213 | 199 | 228 | 213 | 199 | 228 |
Bars Traded | 24282 | 10582 | 13700 | 24282 | 10582 | 13700 |
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 | 326905 | -133022 | -280296 | -155836 | -487617 | -224286 |
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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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