Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216501.1332 | 180761.0597 | 35740.0736 | -12419.682 | 11038.9308 | -23458.6128 |
Total P&L (%) | 216.5011 | 180.7611 | 35.7401 | -12.4197 | 11.0389 | -23.4586 |
Avg Daily Profit (%) | 0.1593 | 0.133 | 0.0263 | -0.0098 | 0.0077 | -0.0197 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141442 | -127946 | -87304 | -68101 | -46528 | -56111 |
Profit Factor | 1.2258 | 1.3665 | 1.0768 | 0.9744 | 1.046 | 0.9041 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 100 | 51 | 49 | 100 | 51 | 49 |
Losing Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Profitability (%) | 53.4759 | 54.2553 | 52.6882 | 53.4759 | 54.2553 | 52.6882 |
Ratio Avg Win / Avg Loss | 1.0665 | 1.1522 | 0.9669 | 0.8477 | 0.882 | 0.8119 |
Largest Winning Trade | 83008 | 83008 | 31767 | 22071 | 22071 | 13258 |
Largest Losing Trade | -51731 | -36927 | -51731 | -56111 | -22238 | -56111 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 14 | 13 | 13 | 14 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 2610 | 1314 | 1296 | 2610 | 1314 | 1296 |
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 | 310010 | -14442 | -297774 | -579070 | -487017 | -580457 |
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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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