Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352118.521 | 389602.0099 | -37483.4888 | -81316.0766 | -36578.2332 | -44737.8434 |
Total P&L (%) | 352.1185 | 389.602 | -37.4835 | -81.3161 | -36.5782 | -44.7378 |
Avg Daily Profit (%) | 0.1881 | 0.2081 | -0.02 | -0.0896 | -0.0243 | -0.0317 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166791 | -122553 | -200958 | -121258 | -37830 | -81186 |
Profit Factor | 1.2093 | 1.4349 | 0.9523 | 0.7756 | 0.8203 | 0.7183 |
Total Trades | 321 | 160 | 161 | 321 | 160 | 161 |
Winning Trades | 176 | 84 | 92 | 176 | 84 | 92 |
Losing Trades | 145 | 76 | 69 | 145 | 76 | 69 |
Profitability (%) | 54.8287 | 52.5 | 57.1429 | 54.8287 | 52.5 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.9963 | 1.2982 | 0.7143 | 0.639 | 0.7421 | 0.5387 |
Largest Winning Trade | 117934 | 117934 | 44916 | 37102 | 37102 | 24115 |
Largest Losing Trade | -64242 | -64242 | -49575 | -79735 | -79735 | -29467 |
Avg Bars in Trades | 17 | 18 | 15 | 17 | 18 | 15 |
Avg Bars in Winners | 15 | 16 | 15 | 15 | 16 | 15 |
Avg Bars in Losers | 18 | 21 | 14 | 18 | 21 | 14 |
Bars Traded | 5480 | 3032 | 2448 | 5480 | 3032 | 2448 |
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 | 286712 | 341382 | -579286 | -578195 | -579893 | -579286 |
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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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