Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 197362.2954 | 74129.9521 | 123232.3433 | 317533.7325 | 66703.5641 | 250830.1684 |
Total P&L (%) | 197.3623 | 74.13 | 123.2323 | 317.5337 | 66.7036 | 250.8302 |
Avg Daily Profit (%) | 0.1765 | 0.0663 | 0.1102 | 0.1279 | 0.0457 | 0.1123 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47462 | -31504 | -22381 | -277998 | -157336 | -131990 |
Profit Factor | 1.7657 | 1.5858 | 1.9394 | 1.3557 | 1.1517 | 1.5537 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 47.3282 | 43.9394 | 50.7692 | 47.3282 | 43.9394 | 50.7692 |
Ratio Avg Win / Avg Loss | 1.9651 | 2.0232 | 1.8806 | 1.5088 | 1.4694 | 1.5067 |
Largest Winning Trade | 58811 | 58811 | 46597 | 187509 | 98248 | 187509 |
Largest Losing Trade | -17314 | -11441 | -17314 | -107994 | -46172 | -107994 |
Avg Bars in Trades | 24 | 17 | 30 | 24 | 17 | 30 |
Avg Bars in Winners | 31 | 20 | 40 | 31 | 20 | 40 |
Avg Bars in Losers | 17 | 14 | 20 | 17 | 14 | 20 |
Bars Traded | 3156 | 1144 | 2012 | 3156 | 1144 | 2012 |
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 | 372765 | -227994 | -173735 | -21129 | -312273 | -171869 |
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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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