Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272907.0413 | 243217.1273 | 29689.914 | 96652.0539 | 81728.0537 | 14924.0002 |
Total P&L (%) | 272.907 | 243.2171 | 29.6899 | 96.6521 | 81.7281 | 14.924 |
Avg Daily Profit (%) | 0.262 | 0.2335 | 0.0285 | 0.0649 | 0.0574 | 0.0134 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101911 | -85810 | -68581 | -433617 | -441289 | -236031 |
Profit Factor | 1.4904 | 1.944 | 1.0994 | 1.0557 | 1.0973 | 1.0167 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 50 | 48.3871 | 51.6129 | 50 | 48.3871 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.4904 | 2.0736 | 1.0306 | 1.0557 | 1.1705 | 0.9531 |
Largest Winning Trade | 197035 | 197035 | 47685 | 246372 | 246372 | 159200 |
Largest Losing Trade | -33558 | -33558 | -31987 | -147371 | -147371 | -130237 |
Avg Bars in Trades | 197 | 215 | 179 | 197 | 215 | 179 |
Avg Bars in Winners | 234 | 281 | 189 | 234 | 281 | 189 |
Avg Bars in Losers | 160 | 153 | 168 | 160 | 153 | 168 |
Bars Traded | 24457 | 13337 | 11120 | 24457 | 13337 | 11120 |
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 | 350188 | -143208 | -423150 | -265146 | -384579 | -545425 |
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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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