Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205732.6171 | 151610.7073 | 54121.9098 | 183726.2459 | 137369.1172 | 46357.1288 |
Total P&L (%) | 205.7326 | 151.6107 | 54.1219 | 183.7262 | 137.3691 | 46.3571 |
Avg Daily Profit (%) | 0.1975 | 0.1455 | 0.052 | 0.1002 | 0.083 | 0.0366 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80430 | -41285 | -91305 | -271821 | -81336 | -239558 |
Profit Factor | 1.4104 | 1.6839 | 1.1936 | 1.1726 | 1.3188 | 1.0732 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Losing Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Profitability (%) | 50.8876 | 50.5882 | 51.1905 | 50.8876 | 50.5882 | 51.1905 |
Ratio Avg Win / Avg Loss | 1.3612 | 1.6447 | 1.138 | 1.1317 | 1.2882 | 1.0233 |
Largest Winning Trade | 68463 | 68463 | 38393 | 128293 | 62709 | 128293 |
Largest Losing Trade | -38132 | -18448 | -38132 | -207853 | -54946 | -207853 |
Avg Bars in Trades | 144 | 58 | 231 | 144 | 58 | 231 |
Avg Bars in Winners | 177 | 65 | 290 | 177 | 65 | 290 |
Avg Bars in Losers | 110 | 52 | 170 | 110 | 52 | 170 |
Bars Traded | 24464 | 4989 | 19475 | 24464 | 4989 | 19475 |
Profit Streak | 0 | 0 | 27.7977 | 0 | 0 | 27.7977 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336908 | 151011 | -131832 | -88916 | -82163 | -285380 |
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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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