Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427713.4743 | 528906.9862 | -101193.5119 | -93046.123 | 161436.1515 | -254482.2745 |
Total P&L (%) | 427.7135 | 528.907 | -101.1935 | -93.0461 | 161.4362 | -254.4823 |
Avg Daily Profit (%) | 0.1847 | 0.2284 | -0.0437 | -0.115 | 0.0415 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208317 | -183826 | -247968 | -278360 | -159405 | -369439 |
Profit Factor | 1.2577 | 1.7395 | 0.8928 | 0.9271 | 1.3255 | 0.6739 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 108 | 52 | 56 | 108 | 52 | 56 |
Losing Trades | 123 | 64 | 59 | 123 | 64 | 59 |
Profitability (%) | 46.7532 | 44.8276 | 48.6957 | 46.7532 | 44.8276 | 48.6957 |
Ratio Avg Win / Avg Loss | 1.4324 | 2.1409 | 0.9407 | 1.0559 | 1.6313 | 0.71 |
Largest Winning Trade | 203209 | 203209 | 58919 | 90072 | 90072 | 55327 |
Largest Losing Trade | -69136 | -45605 | -69136 | -112969 | -68501 | -112969 |
Avg Bars in Trades | 58 | 55 | 60 | 58 | 55 | 60 |
Avg Bars in Winners | 60 | 60 | 61 | 60 | 60 | 61 |
Avg Bars in Losers | 55 | 51 | 59 | 55 | 51 | 59 |
Bars Traded | 13406 | 6465 | 6941 | 13406 | 6465 | 6941 |
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 | 261422 | 335528 | -581533 | -579165 | -138379 | -581533 |
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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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