Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284117.1219 | 182288.4789 | 101828.6431 | 30732.0252 | 34784.5351 | -4052.5099 |
Total P&L (%) | 284.1171 | 182.2885 | 101.8286 | 30.732 | 34.7845 | -4.0525 |
Avg Daily Profit (%) | 0.2764 | 0.1774 | 0.0991 | 0.0261 | 0.029 | -0.004 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141361 | -101587 | -85498 | -228854 | -147555 | -169997 |
Profit Factor | 1.4103 | 1.4819 | 1.324 | 1.0308 | 1.0694 | 0.9918 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 67 | 29 | 38 | 67 | 29 | 38 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 52.7559 | 46.0317 | 59.375 | 52.7559 | 46.0317 | 59.375 |
Ratio Avg Win / Avg Loss | 1.2629 | 1.7374 | 0.9059 | 0.9231 | 1.2537 | 0.6786 |
Largest Winning Trade | 226179 | 226179 | 35046 | 177089 | 177089 | 57192 |
Largest Losing Trade | -41555 | -41555 | -40764 | -113546 | -73625 | -113546 |
Avg Bars in Trades | 31 | 32 | 29 | 31 | 32 | 29 |
Avg Bars in Winners | 32 | 33 | 30 | 32 | 33 | 30 |
Avg Bars in Losers | 29 | 32 | 26 | 29 | 32 | 26 |
Bars Traded | 3946 | 2077 | 1869 | 3946 | 2077 | 1869 |
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 | 350137 | -138489 | -199824 | -348692 | -449201 | -718465 |
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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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