Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281003.2112 | 80325.6117 | 200677.5995 | 192487.7751 | -180892.6245 | 373380.3996 |
Total P&L (%) | 281.0032 | 80.3256 | 200.6776 | 192.4878 | -180.8926 | 373.3804 |
Avg Daily Profit (%) | 0.217 | 0.062 | 0.155 | 0.0829 | 0 | 0.1201 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203829 | -145881 | -99399 | -756522 | -603810 | -338186 |
Profit Factor | 1.4063 | 1.2286 | 1.59 | 1.0748 | 0.8654 | 1.3041 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 76 | 34 | 42 | 76 | 34 | 42 |
Losing Trades | 84 | 46 | 38 | 84 | 46 | 38 |
Profitability (%) | 47.5 | 42.5 | 52.5 | 47.5 | 42.5 | 52.5 |
Ratio Avg Win / Avg Loss | 1.5544 | 1.6622 | 1.4386 | 1.188 | 1.1709 | 1.1799 |
Largest Winning Trade | 80764 | 80764 | 39167 | 296535 | 296535 | 110759 |
Largest Losing Trade | -40264 | -25645 | -40264 | -162939 | -162939 | -150678 |
Avg Bars in Trades | 47 | 43 | 50 | 47 | 43 | 50 |
Avg Bars in Winners | 55 | 47 | 62 | 55 | 47 | 62 |
Avg Bars in Losers | 39 | 41 | 37 | 39 | 41 | 37 |
Bars Traded | 7578 | 3514 | 4064 | 7578 | 3514 | 4064 |
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 | 341184 | -131708 | -10041 | -220580 | -601486 | -51639 |
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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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