Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232751.7967 | 185171.9749 | 47579.8217 | -31736.544 | -105350.2176 | 73613.6736 |
Total P&L (%) | 232.7518 | 185.172 | 47.5798 | -31.7365 | -105.3502 | 73.6137 |
Avg Daily Profit (%) | 0.2259 | 0.1797 | 0.0462 | -0.0371 | 0 | 0.0536 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140038 | -147081 | -103581 | -627740 | -590883 | -346206 |
Profit Factor | 1.2104 | 1.3032 | 1.096 | 0.9884 | 0.9332 | 1.0629 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 133 | 61 | 72 | 133 | 61 | 72 |
Losing Trades | 135 | 73 | 62 | 135 | 73 | 62 |
Profitability (%) | 49.6269 | 45.5224 | 53.7313 | 49.6269 | 45.5224 | 53.7313 |
Ratio Avg Win / Avg Loss | 1.2286 | 1.5596 | 0.9438 | 1.0033 | 1.1167 | 0.9152 |
Largest Winning Trade | 139545 | 139545 | 34910 | 184383 | 184383 | 127100 |
Largest Losing Trade | -39014 | -38783 | -39014 | -241287 | -241287 | -200307 |
Avg Bars in Trades | 90 | 99 | 81 | 90 | 99 | 81 |
Avg Bars in Winners | 101 | 108 | 95 | 101 | 108 | 95 |
Avg Bars in Losers | 79 | 92 | 64 | 79 | 92 | 64 |
Bars Traded | 24252 | 13383 | 10869 | 24252 | 13383 | 10869 |
Profit Streak | 0 | 15.0463 | 0 | 0 | 15.0463 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310884 | 263103 | -249084 | -577854 | -580465 | -274165 |
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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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