Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241740.4297 | 143061.4621 | 98678.9676 | 101824.9643 | 56639.5242 | 45185.4401 |
Total P&L (%) | 241.7404 | 143.0615 | 98.679 | 101.825 | 56.6395 | 45.1854 |
Avg Daily Profit (%) | 0.2172 | 0.1285 | 0.0887 | 0.0631 | 0.0403 | 0.0335 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78736 | -72483 | -50283 | -228789 | -166378 | -176013 |
Profit Factor | 1.3678 | 1.4258 | 1.3072 | 1.0774 | 1.0889 | 1.0665 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 102 | 48 | 54 | 102 | 48 | 54 |
Losing Trades | 87 | 47 | 40 | 87 | 47 | 40 |
Profitability (%) | 53.9683 | 50.5263 | 57.4468 | 53.9683 | 50.5263 | 57.4468 |
Ratio Avg Win / Avg Loss | 1.1667 | 1.3961 | 0.9683 | 0.9189 | 1.0662 | 0.79 |
Largest Winning Trade | 159823 | 159823 | 32956 | 97215 | 97215 | 52085 |
Largest Losing Trade | -38674 | -31292 | -38674 | -135972 | -70377 | -135972 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 3127 | 1573 | 1554 | 3127 | 1573 | 1554 |
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 | 361741 | -20525 | -75191 | -243980 | -262599 | -297987 |
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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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