Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272194.1563 | 251140.9534 | 21053.2029 | -63672.0768 | -54850.1705 | -8821.9063 |
Total P&L (%) | 272.1942 | 251.141 | 21.0532 | -63.6721 | -54.8502 | -8.8219 |
Avg Daily Profit (%) | 0.2001 | 0.1847 | 0.0155 | -0.0744 | -0.0585 | -0.0068 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -255086 | -171804 | -129303 | -143178 | -86252 | -75101 |
Profit Factor | 1.2681 | 1.5028 | 1.0408 | 0.8775 | 0.7805 | 0.9673 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 107 | 44 | 63 | 107 | 44 | 63 |
Losing Trades | 97 | 58 | 39 | 97 | 58 | 39 |
Profitability (%) | 52.451 | 43.1373 | 61.7647 | 52.451 | 43.1373 | 61.7647 |
Ratio Avg Win / Avg Loss | 1.1496 | 1.981 | 0.6443 | 0.7955 | 1.0289 | 0.5988 |
Largest Winning Trade | 259543 | 259543 | 54049 | 35227 | 31392 | 35227 |
Largest Losing Trade | -51139 | -33022 | -51139 | -61476 | -21045 | -61476 |
Avg Bars in Trades | 19 | 16 | 22 | 19 | 16 | 22 |
Avg Bars in Winners | 22 | 19 | 24 | 22 | 19 | 24 |
Avg Bars in Losers | 16 | 14 | 18 | 16 | 14 | 18 |
Bars Traded | 3997 | 1710 | 2287 | 3997 | 1710 | 2287 |
Profit Streak | 0 | 30.0862 | 0 | 0 | 30.0862 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330294 | 280480 | -354117 | -579114 | -581244 | -579257 |
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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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