Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82320.6447 | 4785.8985 | 77534.7462 | 86244.0409 | -11295.0013 | 97539.0423 |
Total P&L (%) | 82.3206 | 4.7859 | 77.5347 | 86.244 | -11.295 | 97.539 |
Avg Daily Profit (%) | 0.3161 | 0.0184 | 0.2977 | 0.2391 | -0.046 | 0.2618 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57018 | -22052 | -40937 | -149019 | -56510 | -106229 |
Profit Factor | 1.3021 | 1.0419 | 1.4897 | 1.1377 | 0.9552 | 1.2607 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 130 | 58 | 72 | 130 | 58 | 72 |
Losing Trades | 89 | 52 | 37 | 89 | 52 | 37 |
Profitability (%) | 59.3607 | 52.7273 | 66.055 | 59.3607 | 52.7273 | 66.055 |
Ratio Avg Win / Avg Loss | 0.8915 | 0.9341 | 0.7656 | 0.7789 | 0.8564 | 0.6479 |
Largest Winning Trade | 11931 | 8969 | 11931 | 26690 | 15562 | 26690 |
Largest Losing Trade | -25091 | -11015 | -25091 | -73515 | -18906 | -73515 |
Avg Bars in Trades | 111 | 40 | 184 | 111 | 40 | 184 |
Avg Bars in Winners | 98 | 38 | 147 | 98 | 38 | 147 |
Avg Bars in Losers | 130 | 42 | 255 | 130 | 42 | 255 |
Bars Traded | 24497 | 4414 | 20083 | 24497 | 4414 | 20083 |
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 | 288280 | -511458 | 304368 | -61757 | -582081 | 242908 |
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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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