Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273125.4252 | 161155.4286 | 111969.9966 | 148306.9681 | 70778.7281 | 77528.24 |
Total P&L (%) | 273.1254 | 161.1554 | 111.97 | 148.307 | 70.7787 | 77.5282 |
Avg Daily Profit (%) | 0.2205 | 0.1301 | 0.0904 | 0.0735 | 0.0432 | 0.0463 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107795 | -49794 | -86980 | -275095 | -209982 | -211254 |
Profit Factor | 1.7958 | 2.1221 | 1.561 | 1.1763 | 1.1774 | 1.1753 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 81.3559 | 77.9661 | 84.7458 | 81.3559 | 77.9661 | 84.7458 |
Ratio Avg Win / Avg Loss | 0.4115 | 0.5997 | 0.281 | 0.2696 | 0.3328 | 0.2115 |
Largest Winning Trade | 21180 | 20477 | 21180 | 46867 | 38549 | 46867 |
Largest Losing Trade | -86980 | -37073 | -86980 | -211254 | -172701 | -211254 |
Avg Bars in Trades | 28 | 32 | 24 | 28 | 32 | 24 |
Avg Bars in Winners | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Losers | 108 | 112 | 102 | 108 | 112 | 102 |
Bars Traded | 3366 | 1938 | 1428 | 3366 | 1938 | 1428 |
Profit Streak | 0 | 79.8059 | 0 | 0 | 79.8059 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479308 | -189763 | -244319 | -118250 | -333873 | -332473 |
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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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