Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381311.5048 | 375270.2906 | 6041.2142 | 36976.7943 | 157155.4334 | -120178.6392 |
Total P&L (%) | 381.3115 | 375.2703 | 6.0412 | 36.9768 | 157.1554 | -120.1786 |
Avg Daily Profit (%) | 0.1526 | 0.1502 | 0.0024 | 0.0126 | 0.0378 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167608 | -112494 | -122273 | -524080 | -315539 | -367904 |
Profit Factor | 1.3222 | 1.7384 | 1.0089 | 1.0191 | 1.193 | 0.8927 |
Total Trades | 245 | 123 | 122 | 245 | 123 | 122 |
Winning Trades | 116 | 63 | 53 | 116 | 63 | 53 |
Losing Trades | 129 | 60 | 69 | 129 | 60 | 69 |
Profitability (%) | 47.3469 | 51.2195 | 43.4426 | 47.3469 | 51.2195 | 43.4426 |
Ratio Avg Win / Avg Loss | 1.4704 | 1.6556 | 1.3135 | 1.1333 | 1.1362 | 1.1622 |
Largest Winning Trade | 139980 | 139980 | 56821 | 202326 | 102984 | 202326 |
Largest Losing Trade | -49166 | -26138 | -49166 | -178531 | -76070 | -178531 |
Avg Bars in Trades | 59 | 46 | 73 | 59 | 46 | 73 |
Avg Bars in Winners | 68 | 44 | 95 | 68 | 44 | 95 |
Avg Bars in Losers | 52 | 48 | 55 | 52 | 48 | 55 |
Bars Traded | 14637 | 5705 | 8932 | 14637 | 5705 | 8932 |
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 | 276680 | 375153 | -568826 | -377757 | -150742 | -581891 |
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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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