Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442159.4221 | 339689.5451 | 102469.877 | 109635.8257 | 381202.7947 | -271566.969 |
Total P&L (%) | 442.1594 | 339.6895 | 102.4699 | 109.6358 | 381.2028 | -271.567 |
Avg Daily Profit (%) | 0.231 | 0.1775 | 0.0535 | 0.0387 | 0.0821 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161575 | -78261 | -169791 | -934469 | -847994 | -846333 |
Profit Factor | 1.329 | 1.5786 | 1.1354 | 1.0152 | 1.1183 | 0.9322 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Losing Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Profitability (%) | 53.876 | 53.4884 | 54.2636 | 53.876 | 53.4884 | 54.2636 |
Ratio Avg Win / Avg Loss | 1.1377 | 1.3727 | 0.9569 | 0.8691 | 0.9724 | 0.7857 |
Largest Winning Trade | 51881 | 51881 | 40546 | 215194 | 204029 | 215194 |
Largest Losing Trade | -56944 | -32730 | -56944 | -391659 | -235649 | -391659 |
Avg Bars in Trades | 88 | 95 | 80 | 88 | 95 | 80 |
Avg Bars in Winners | 84 | 92 | 76 | 84 | 92 | 76 |
Avg Bars in Losers | 92 | 99 | 85 | 92 | 99 | 85 |
Bars Traded | 22755 | 12354 | 10401 | 22755 | 12354 | 10401 |
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 | 359962 | 340382 | -194394 | -344888 | -175141 | -580437 |
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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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