Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308685.1018 | 247761.0744 | 60924.0274 | 198774.0291 | 253229.4125 | -54455.3834 |
Total P&L (%) | 308.6851 | 247.7611 | 60.924 | 198.774 | 253.2294 | -54.4554 |
Avg Daily Profit (%) | 0.2545 | 0.2043 | 0.0502 | 0.0903 | 0.1041 | -0.0648 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66402 | -63121 | -109406 | -162575 | -146569 | -241802 |
Profit Factor | 1.264 | 1.4536 | 1.0978 | 1.0982 | 1.2729 | 0.9503 |
Total Trades | 311 | 156 | 155 | 311 | 156 | 155 |
Winning Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Losing Trades | 174 | 88 | 86 | 174 | 88 | 86 |
Profitability (%) | 44.0514 | 43.5897 | 44.5161 | 44.0514 | 43.5897 | 44.5161 |
Ratio Avg Win / Avg Loss | 1.6054 | 1.8811 | 1.3683 | 1.3948 | 1.6473 | 1.1844 |
Largest Winning Trade | 54495 | 54495 | 37792 | 88930 | 88930 | 53698 |
Largest Losing Trade | -32433 | -16308 | -32433 | -85813 | -37704 | -85813 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 15 | 14 | 17 | 15 | 14 | 17 |
Avg Bars in Losers | 8 | 8 | 7 | 8 | 8 | 7 |
Bars Traded | 3597 | 1761 | 1836 | 3597 | 1761 | 1836 |
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 | 311497 | 282153 | -240977 | -185322 | -54944 | -580709 |
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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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