Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281643.1852 | 133643.6416 | 147999.5436 | 215724.6328 | 139075.0383 | 76649.5945 |
Total P&L (%) | 281.6432 | 133.6436 | 147.9995 | 215.7246 | 139.075 | 76.6496 |
Avg Daily Profit (%) | 0.1499 | 0.0711 | 0.0788 | 0.0612 | 0.0464 | 0.0303 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103016 | -62852 | -87412 | -301657 | -240890 | -225437 |
Profit Factor | 1.4449 | 1.4415 | 1.448 | 1.1206 | 1.1597 | 1.0836 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 86 | 38 | 48 | 86 | 38 | 48 |
Losing Trades | 76 | 43 | 33 | 76 | 43 | 33 |
Profitability (%) | 53.0864 | 46.9136 | 59.2593 | 53.0864 | 46.9136 | 59.2593 |
Ratio Avg Win / Avg Loss | 1.2769 | 1.6312 | 0.9955 | 0.9903 | 1.3123 | 0.745 |
Largest Winning Trade | 76542 | 76542 | 67828 | 215985 | 215985 | 91279 |
Largest Losing Trade | -50433 | -21014 | -50433 | -166424 | -104749 | -166424 |
Avg Bars in Trades | 68 | 58 | 77 | 68 | 58 | 77 |
Avg Bars in Winners | 78 | 65 | 89 | 78 | 65 | 89 |
Avg Bars in Losers | 55 | 52 | 60 | 55 | 52 | 60 |
Bars Traded | 11018 | 4753 | 6265 | 11018 | 4753 | 6265 |
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 | 334799 | -109055 | -98926 | -199423 | -188956 | -293169 |
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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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