Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299258.9393 | 114782.5285 | 184476.4108 | 18560.2811 | -74349.5439 | 92909.8251 |
Total P&L (%) | 299.2589 | 114.7825 | 184.4764 | 18.5603 | -74.3495 | 92.9098 |
Avg Daily Profit (%) | 0.1943 | 0.0745 | 0.1198 | 0.0111 | -0.0883 | 0.0427 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102968 | -112036 | -89026 | -405721 | -309514 | -283144 |
Profit Factor | 1.2143 | 1.1476 | 1.2981 | 1.0056 | 0.9597 | 1.0637 |
Total Trades | 343 | 172 | 171 | 343 | 172 | 171 |
Winning Trades | 167 | 76 | 91 | 167 | 76 | 91 |
Losing Trades | 176 | 96 | 80 | 176 | 96 | 80 |
Profitability (%) | 48.688 | 44.186 | 53.2164 | 48.688 | 44.186 | 53.2164 |
Ratio Avg Win / Avg Loss | 1.2798 | 1.4496 | 1.1412 | 1.0598 | 1.2123 | 0.9351 |
Largest Winning Trade | 172622 | 172622 | 44564 | 172622 | 172622 | 46921 |
Largest Losing Trade | -43030 | -26471 | -43030 | -104226 | -93971 | -104226 |
Avg Bars in Trades | 26 | 24 | 28 | 26 | 24 | 28 |
Avg Bars in Winners | 33 | 29 | 36 | 33 | 29 | 36 |
Avg Bars in Losers | 20 | 19 | 20 | 20 | 19 | 20 |
Bars Traded | 9080 | 4167 | 4913 | 9080 | 4167 | 4913 |
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 | 312961 | -153230 | -32013 | -398706 | -580749 | -287049 |
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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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