Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290222.268 | 148187.3487 | 142034.9193 | 229386.2374 | -82112.8732 | 311499.1106 |
Total P&L (%) | 290.2223 | 148.1873 | 142.0349 | 229.3862 | -82.1129 | 311.4991 |
Avg Daily Profit (%) | 0.2569 | 0.1312 | 0.1258 | 0.1056 | -0.1523 | 0.1253 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137356 | -86744 | -69545 | -1229614 | -682454 | -689296 |
Profit Factor | 1.3359 | 1.3128 | 1.364 | 1.0496 | 0.9664 | 1.1429 |
Total Trades | 513 | 257 | 256 | 513 | 257 | 256 |
Winning Trades | 214 | 97 | 117 | 214 | 97 | 117 |
Losing Trades | 299 | 160 | 139 | 299 | 160 | 139 |
Profitability (%) | 41.7154 | 37.7432 | 45.7031 | 41.7154 | 37.7432 | 45.7031 |
Ratio Avg Win / Avg Loss | 1.8665 | 2.1654 | 1.6205 | 1.4665 | 1.5941 | 1.3578 |
Largest Winning Trade | 192082 | 192082 | 21923 | 277917 | 277917 | 198594 |
Largest Losing Trade | -14293 | -14021 | -14293 | -118487 | -118487 | -110091 |
Avg Bars in Trades | 13 | 12 | 13 | 13 | 12 | 13 |
Avg Bars in Winners | 18 | 17 | 18 | 18 | 17 | 18 |
Avg Bars in Losers | 9 | 8 | 9 | 9 | 8 | 9 |
Bars Traded | 6678 | 3105 | 3573 | 6678 | 3105 | 3573 |
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 | 333321 | -20303 | -24163 | -218231 | -581699 | -89618 |
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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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