Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181938.801 | 65287.3465 | 116651.4545 | 89039.2362 | -7852.6777 | 96891.9138 |
Total P&L (%) | 181.9388 | 65.2873 | 116.6515 | 89.0392 | -7.8527 | 96.8919 |
Avg Daily Profit (%) | 0.1637 | 0.0587 | 0.105 | 0.0573 | -0.0074 | 0.061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87007 | -106484 | -45973 | -192657 | -139509 | -125458 |
Profit Factor | 1.2871 | 1.1724 | 1.4574 | 1.0949 | 0.9852 | 1.2385 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 116 | 55 | 61 | 116 | 55 | 61 |
Losing Trades | 108 | 57 | 51 | 108 | 57 | 51 |
Profitability (%) | 51.7857 | 49.1071 | 54.4643 | 51.7857 | 49.1071 | 54.4643 |
Ratio Avg Win / Avg Loss | 1.1984 | 1.2151 | 1.2185 | 1.0194 | 1.0211 | 1.0355 |
Largest Winning Trade | 98611 | 98611 | 36979 | 62254 | 62254 | 41995 |
Largest Losing Trade | -24196 | -24196 | -22658 | -61757 | -53298 | -61757 |
Avg Bars in Trades | 58 | 64 | 51 | 58 | 64 | 51 |
Avg Bars in Winners | 59 | 59 | 60 | 59 | 59 | 60 |
Avg Bars in Losers | 56 | 69 | 42 | 56 | 69 | 42 |
Bars Traded | 13043 | 7219 | 5823 | 13043 | 7219 | 5823 |
Profit Streak | 0 | 0 | 18.8909 | 0 | 0 | 18.8909 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313914 | -146257 | -50923 | -231074 | -579714 | -110909 |
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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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