Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205023.9134 | 129715.6338 | 75308.2796 | 192961.1536 | 106666.6591 | 86294.4945 |
Total P&L (%) | 205.0239 | 129.7156 | 75.3083 | 192.9612 | 106.6667 | 86.2945 |
Avg Daily Profit (%) | 0.3936 | 0.2491 | 0.1446 | 0.2066 | 0.1395 | 0.1195 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106797 | -80241 | -42938 | -304756 | -245632 | -159027 |
Profit Factor | 1.3075 | 1.4148 | 1.2128 | 1.1396 | 1.1518 | 1.127 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Losing Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Profitability (%) | 46.6346 | 46.1538 | 47.1154 | 46.6346 | 46.1538 | 47.1154 |
Ratio Avg Win / Avg Loss | 1.4962 | 1.6506 | 1.3613 | 1.3041 | 1.3438 | 1.265 |
Largest Winning Trade | 36908 | 36908 | 25826 | 102439 | 102439 | 76433 |
Largest Losing Trade | -24784 | -24784 | -19922 | -89748 | -89748 | -80045 |
Avg Bars in Trades | 119 | 125 | 113 | 119 | 125 | 113 |
Avg Bars in Winners | 153 | 148 | 158 | 153 | 148 | 158 |
Avg Bars in Losers | 89 | 104 | 73 | 89 | 104 | 73 |
Bars Traded | 24793 | 13008 | 11785 | 24793 | 13008 | 11785 |
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 | 310223 | 273429 | -2432 | -60086 | -62704 | -116279 |
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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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