Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 222165.093 | -4407.7469 | 226572.8399 | 117685.5485 | -91959.8759 | 209645.4244 |
Total P&L (%) | 222.1651 | -4.4077 | 226.5728 | 117.6855 | -91.9599 | 209.6454 |
Avg Daily Profit (%) | 0.1464 | -0.0029 | 0.1493 | 0.0513 | -0.166 | 0.0745 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122326 | -93411 | -76371 | -385891 | -333460 | -221472 |
Profit Factor | 1.3006 | 0.989 | 1.6677 | 1.0577 | 0.9119 | 1.2108 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 103 | 49 | 54 | 103 | 49 | 54 |
Losing Trades | 116 | 61 | 55 | 116 | 61 | 55 |
Profitability (%) | 47.032 | 44.5455 | 49.5413 | 47.032 | 44.5455 | 49.5413 |
Ratio Avg Win / Avg Loss | 1.4647 | 1.2312 | 1.6985 | 1.1912 | 1.1353 | 1.2332 |
Largest Winning Trade | 53733 | 53733 | 49601 | 132302 | 112173 | 132302 |
Largest Losing Trade | -22864 | -22590 | -22864 | -83269 | -83269 | -81271 |
Avg Bars in Trades | 40 | 25 | 56 | 40 | 25 | 56 |
Avg Bars in Winners | 60 | 28 | 88 | 60 | 28 | 88 |
Avg Bars in Losers | 23 | 22 | 24 | 23 | 22 | 24 |
Bars Traded | 8895 | 2781 | 6114 | 8895 | 2781 | 6114 |
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 | 90659 | -581216 | 325035 | -281471 | -581216 | -94342 |
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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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