Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299842.8369 | 299553.8764 | 288.9605 | -22620.4942 | 159042.4994 | -181662.9936 |
Total P&L (%) | 299.8428 | 299.5539 | 0.289 | -22.6205 | 159.0425 | -181.663 |
Avg Daily Profit (%) | 0.1686 | 0.1685 | 0.0002 | -0.0144 | 0.0535 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129841 | -104966 | -113401 | -265875 | -151412 | -253654 |
Profit Factor | 1.2989 | 1.6672 | 1.0005 | 0.9832 | 1.2839 | 0.7696 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Losing Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Profitability (%) | 45.6522 | 45.2174 | 46.087 | 45.6522 | 45.2174 | 46.087 |
Ratio Avg Win / Avg Loss | 1.5463 | 2.0199 | 1.1704 | 1.1705 | 1.5555 | 0.9003 |
Largest Winning Trade | 196139 | 196139 | 73569 | 186300 | 186300 | 98981 |
Largest Losing Trade | -53734 | -35486 | -53734 | -85519 | -38216 | -85519 |
Avg Bars in Trades | 30 | 27 | 33 | 30 | 27 | 33 |
Avg Bars in Winners | 40 | 35 | 46 | 40 | 35 | 46 |
Avg Bars in Losers | 21 | 20 | 21 | 21 | 20 | 21 |
Bars Traded | 6944 | 3139 | 3805 | 6944 | 3139 | 3805 |
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 | 289945 | 312440 | -580092 | -579598 | -122153 | -582548 |
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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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