Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 457485.0933 | 397344.0702 | 60141.0231 | 93558.7561 | -241255.0659 | 334813.822 |
Total P&L (%) | 457.4851 | 397.3441 | 60.141 | 93.5588 | -241.2551 | 334.8138 |
Avg Daily Profit (%) | 0.1937 | 0.1682 | 0.0255 | 0.028 | 0 | 0.0622 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124947 | -92328 | -169413 | -448518 | -498882 | -176479 |
Profit Factor | 1.4141 | 1.679 | 1.1158 | 1.0363 | 0.8346 | 1.3001 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 104 | 49 | 55 | 104 | 49 | 55 |
Losing Trades | 132 | 69 | 63 | 132 | 69 | 63 |
Profitability (%) | 44.0678 | 41.5254 | 46.6102 | 44.0678 | 41.5254 | 46.6102 |
Ratio Avg Win / Avg Loss | 1.7948 | 2.3644 | 1.278 | 1.3154 | 1.1753 | 1.4892 |
Largest Winning Trade | 115150 | 115150 | 59360 | 214642 | 160668 | 214642 |
Largest Losing Trade | -71811 | -35047 | -71811 | -195108 | -195108 | -115679 |
Avg Bars in Trades | 38 | 27 | 48 | 38 | 27 | 48 |
Avg Bars in Winners | 57 | 39 | 73 | 57 | 39 | 73 |
Avg Bars in Losers | 23 | 19 | 27 | 23 | 19 | 27 |
Bars Traded | 9020 | 3241 | 5779 | 9020 | 3241 | 5779 |
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 | 301941 | 261780 | -254278 | -337149 | -582369 | -111298 |
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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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