Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279297.6885 | 116317.4093 | 162980.2793 | 314047.1996 | 188449.2462 | 125597.9534 |
Total P&L (%) | 279.2977 | 116.3174 | 162.9803 | 314.0472 | 188.4492 | 125.598 |
Avg Daily Profit (%) | 0.2504 | 0.1043 | 0.1461 | 0.1275 | 0.095 | 0.073 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97480 | -40018 | -83020 | -355668 | -137940 | -347119 |
Profit Factor | 1.6604 | 1.5155 | 1.8263 | 1.2136 | 1.2655 | 1.1651 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 79 | 35 | 44 | 79 | 35 | 44 |
Losing Trades | 49 | 29 | 20 | 49 | 29 | 20 |
Profitability (%) | 61.7188 | 54.6875 | 68.75 | 61.7188 | 54.6875 | 68.75 |
Ratio Avg Win / Avg Loss | 1.0299 | 1.2557 | 0.8301 | 0.7527 | 1.0486 | 0.5296 |
Largest Winning Trade | 38696 | 38696 | 29236 | 121295 | 121295 | 101481 |
Largest Losing Trade | -76495 | -23288 | -76495 | -332563 | -77866 | -332563 |
Avg Bars in Trades | 31 | 31 | 32 | 31 | 31 | 32 |
Avg Bars in Winners | 28 | 24 | 31 | 28 | 24 | 31 |
Avg Bars in Losers | 37 | 40 | 33 | 37 | 40 | 33 |
Bars Traded | 4088 | 2034 | 2054 | 4088 | 2034 | 2054 |
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 | 429982 | -190946 | -134062 | -23124 | -204824 | -272889 |
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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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