Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285173.1138 | 206776.0318 | 78397.0819 | 69572.1844 | 12110.2319 | 57461.9525 |
Total P&L (%) | 285.1731 | 206.776 | 78.3971 | 69.5722 | 12.1102 | 57.462 |
Avg Daily Profit (%) | 0.2107 | 0.1528 | 0.0579 | 0.039 | 0.0084 | 0.0336 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104822 | -69556 | -90040 | -169163 | -204029 | -97614 |
Profit Factor | 1.5323 | 1.8312 | 1.2732 | 1.0818 | 1.0295 | 1.1308 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 60 | 25 | 35 | 60 | 25 | 35 |
Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Profitability (%) | 46.5116 | 39.0625 | 53.8462 | 46.5116 | 39.0625 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.7621 | 2.8566 | 1.0913 | 1.2441 | 1.606 | 0.9693 |
Largest Winning Trade | 230758 | 230758 | 54550 | 146771 | 146771 | 104145 |
Largest Losing Trade | -50068 | -19967 | -50068 | -73978 | -52171 | -73978 |
Avg Bars in Trades | 60 | 50 | 70 | 60 | 50 | 70 |
Avg Bars in Winners | 89 | 66 | 105 | 89 | 66 | 105 |
Avg Bars in Losers | 36 | 40 | 30 | 36 | 40 | 30 |
Bars Traded | 7843 | 3260 | 4583 | 7843 | 3260 | 4583 |
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 | 335255 | -133019 | -246829 | -272321 | -612384 | -358361 |
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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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