Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405142.739 | 284942.1198 | 120200.6193 | 552879.844 | 562058.5882 | -9178.7441 |
Total P&L (%) | 405.1427 | 284.9421 | 120.2006 | 552.8798 | 562.0586 | -9.1787 |
Avg Daily Profit (%) | 0.2828 | 0.1989 | 0.0839 | 0.131 | 0.132 | -0.0067 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72577 | -62433 | -85685 | -641398 | -636575 | -336347 |
Profit Factor | 1.4691 | 1.6709 | 1.2738 | 1.155 | 1.3003 | 0.9946 |
Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
Winning Trades | 96 | 45 | 51 | 96 | 45 | 51 |
Losing Trades | 141 | 74 | 67 | 141 | 74 | 67 |
Profitability (%) | 40.5063 | 37.8151 | 43.2203 | 40.5063 | 37.8151 | 43.2203 |
Ratio Avg Win / Avg Loss | 2.1577 | 2.7477 | 1.6734 | 1.6964 | 2.1383 | 1.3066 |
Largest Winning Trade | 106942 | 106942 | 48600 | 639114 | 639114 | 182964 |
Largest Losing Trade | -35324 | -32548 | -35324 | -260672 | -196987 | -260672 |
Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Winners | 29 | 32 | 26 | 29 | 32 | 26 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 4129 | 2199 | 1930 | 4129 | 2199 | 1930 |
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 | 301778 | 218805 | -82504 | -68773 | -19863 | -581710 |
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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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