Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340249.6658 | 340757.8734 | -508.2076 | 15146.3339 | 213868.6094 | -198722.2755 |
Total P&L (%) | 340.2497 | 340.7579 | -0.5082 | 15.1463 | 213.8686 | -198.7223 |
Avg Daily Profit (%) | 0.3266 | 0.3271 | -0.0005 | 0.0135 | 0.1099 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170850 | -101760 | -109222 | -703027 | -429258 | -398532 |
Profit Factor | 1.477 | 1.8697 | 0.9984 | 1.0083 | 1.2102 | 0.7552 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 115 | 50 | 65 | 115 | 50 | 65 |
Losing Trades | 165 | 90 | 75 | 165 | 90 | 75 |
Profitability (%) | 41.0714 | 35.7143 | 46.4286 | 41.0714 | 35.7143 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.1192 | 3.3654 | 1.152 | 1.4467 | 2.1784 | 0.8714 |
Largest Winning Trade | 346058 | 346058 | 29781 | 633433 | 633433 | 88640 |
Largest Losing Trade | -23698 | -23698 | -22026 | -132067 | -110794 | -132067 |
Avg Bars in Trades | 87 | 82 | 92 | 87 | 82 | 92 |
Avg Bars in Winners | 131 | 133 | 129 | 131 | 133 | 129 |
Avg Bars in Losers | 56 | 54 | 59 | 56 | 54 | 59 |
Bars Traded | 24434 | 11552 | 12882 | 24434 | 11552 | 12882 |
Profit Streak | 0 | 0 | 22.271 | 0 | 0 | 22.271 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323013 | 234634 | -580135 | -398303 | -51411 | -581801 |
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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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