Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322550.5079 | 230950.0603 | 91600.4476 | 103274.2253 | 187921.5895 | -84647.3643 |
Total P&L (%) | 322.5505 | 230.9501 | 91.6004 | 103.2742 | 187.9216 | -84.6474 |
Avg Daily Profit (%) | 0.2356 | 0.1687 | 0.0669 | 0.0518 | 0.0773 | -0.1368 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135424 | -103810 | -96407 | -306840 | -223715 | -227665 |
Profit Factor | 1.3218 | 1.4372 | 1.1932 | 1.0611 | 1.2118 | 0.8946 |
Total Trades | 338 | 169 | 169 | 338 | 169 | 169 |
Winning Trades | 146 | 66 | 80 | 146 | 66 | 80 |
Losing Trades | 192 | 103 | 89 | 192 | 103 | 89 |
Profitability (%) | 43.1953 | 39.0533 | 47.3373 | 43.1953 | 39.0533 | 47.3373 |
Ratio Avg Win / Avg Loss | 1.7383 | 2.243 | 1.3275 | 1.3954 | 1.8911 | 0.9953 |
Largest Winning Trade | 151865 | 151865 | 42727 | 146297 | 146297 | 47396 |
Largest Losing Trade | -25024 | -20312 | -25024 | -83053 | -64345 | -83053 |
Avg Bars in Trades | 48 | 43 | 52 | 48 | 43 | 52 |
Avg Bars in Winners | 69 | 63 | 73 | 69 | 63 | 73 |
Avg Bars in Losers | 31 | 31 | 32 | 31 | 31 | 32 |
Bars Traded | 16251 | 7423 | 8827 | 16251 | 7423 | 8827 |
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 | 301496 | 196556 | -112275 | -277910 | -93035 | -581483 |
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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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