Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115709.8425 | 95632.3906 | 20077.4518 | 38519.2034 | 54632.7797 | -16113.5764 |
Total P&L (%) | 115.7098 | 95.6324 | 20.0775 | 38.5192 | 54.6328 | -16.1136 |
Avg Daily Profit (%) | 1.3329 | 1.1016 | 0.2313 | 0.3761 | 0.5034 | -0.2022 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103557 | -57971 | -51324 | -73920 | -41829 | -35994 |
Profit Factor | 1.408 | 1.6949 | 1.1376 | 1.1786 | 1.5306 | 0.8571 |
Total Trades | 301 | 151 | 150 | 301 | 151 | 150 |
Winning Trades | 104 | 53 | 51 | 104 | 53 | 51 |
Losing Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Profitability (%) | 34.5515 | 35.0993 | 34 | 34.5515 | 35.0993 | 34 |
Ratio Avg Win / Avg Loss | 2.6671 | 3.1339 | 2.2082 | 2.2325 | 2.8302 | 1.6637 |
Largest Winning Trade | 151365 | 151365 | 69819 | 97456 | 97456 | 26471 |
Largest Losing Trade | -8802 | -4096 | -8802 | -14246 | -4806 | -14246 |
Avg Bars in Trades | 82 | 84 | 79 | 82 | 84 | 79 |
Avg Bars in Winners | 135 | 134 | 136 | 135 | 134 | 136 |
Avg Bars in Losers | 54 | 57 | 50 | 54 | 57 | 50 |
Bars Traded | 24775 | 12817 | 11958 | 24775 | 12817 | 11958 |
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 | 312727 | 323808 | -74980 | -22584 | 164380 | -585938 |
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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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