Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304725.6256 | 201620.5698 | 103105.0559 | 146573.5803 | 361883.1466 | -215309.5664 |
Total P&L (%) | 304.7256 | 201.6206 | 103.1051 | 146.5736 | 361.8831 | -215.3096 |
Avg Daily Profit (%) | 0.1803 | 0.1193 | 0.061 | 0.0534 | 0.0906 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155572 | -92235 | -110946 | -1344331 | -445849 | -994068 |
Profit Factor | 1.3307 | 1.4475 | 1.219 | 1.0244 | 1.1322 | 0.9339 |
Total Trades | 340 | 170 | 170 | 340 | 170 | 170 |
Winning Trades | 163 | 79 | 84 | 163 | 79 | 84 |
Losing Trades | 177 | 91 | 86 | 177 | 91 | 86 |
Profitability (%) | 47.9412 | 46.4706 | 49.4118 | 47.9412 | 46.4706 | 49.4118 |
Ratio Avg Win / Avg Loss | 1.445 | 1.6673 | 1.248 | 1.1124 | 1.3042 | 0.9562 |
Largest Winning Trade | 101433 | 101433 | 52855 | 547452 | 547452 | 281954 |
Largest Losing Trade | -35840 | -24936 | -35840 | -570190 | -263553 | -570190 |
Avg Bars in Trades | 29 | 25 | 32 | 29 | 25 | 32 |
Avg Bars in Winners | 37 | 30 | 43 | 37 | 30 | 43 |
Avg Bars in Losers | 21 | 21 | 22 | 21 | 21 | 22 |
Bars Traded | 9922 | 4356 | 5566 | 9922 | 4356 | 5566 |
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 | 323257 | -32400 | -111765 | -313965 | -147899 | -580671 |
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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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