Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310300.8188 | 271544.3349 | 38756.4839 | 89002.4847 | 78320.8506 | 10681.6341 |
Total P&L (%) | 310.3008 | 271.5443 | 38.7565 | 89.0025 | 78.3209 | 10.6816 |
Avg Daily Profit (%) | 0.1666 | 0.1458 | 0.0208 | 0.0342 | 0.0311 | 0.0054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101111 | -124681 | -83030 | -795951 | -806581 | -272719 |
Profit Factor | 1.3747 | 1.6169 | 1.0999 | 1.0303 | 1.0459 | 1.0086 |
Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Winning Trades | 111 | 49 | 62 | 111 | 49 | 62 |
Losing Trades | 98 | 55 | 43 | 98 | 55 | 43 |
Profitability (%) | 53.11 | 47.1154 | 59.0476 | 53.11 | 47.1154 | 59.0476 |
Ratio Avg Win / Avg Loss | 1.2137 | 1.8149 | 0.7628 | 0.9096 | 1.174 | 0.6995 |
Largest Winning Trade | 106144 | 106144 | 30879 | 201226 | 201226 | 164360 |
Largest Losing Trade | -48396 | -47785 | -48396 | -368154 | -368154 | -176573 |
Avg Bars in Trades | 34 | 34 | 34 | 34 | 34 | 34 |
Avg Bars in Winners | 35 | 30 | 40 | 35 | 30 | 40 |
Avg Bars in Losers | 33 | 37 | 27 | 33 | 37 | 27 |
Bars Traded | 7217 | 3548 | 3669 | 7217 | 3548 | 3669 |
Profit Streak | 4.2075 | 0 | 6.7075 | 4.2075 | 0 | 6.7075 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336458 | 115093 | -278123 | -334679 | -322829 | -541212 |
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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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