Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418426.9121 | 237574.5224 | 180852.3898 | 140371.2024 | -79631.8086 | 220003.011 |
Total P&L (%) | 418.4269 | 237.5745 | 180.8524 | 140.3712 | -79.6318 | 220.003 |
Avg Daily Profit (%) | 0.2302 | 0.1307 | 0.0995 | 0.0483 | -0.0875 | 0.064 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142796 | -146756 | -92283 | -536713 | -525015 | -406104 |
Profit Factor | 1.4281 | 1.4538 | 1.3985 | 1.0518 | 0.9448 | 1.1738 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 113 | 49 | 64 | 113 | 49 | 64 |
Losing Trades | 121 | 68 | 53 | 121 | 68 | 53 |
Profitability (%) | 48.2906 | 41.8803 | 54.7009 | 48.2906 | 41.8803 | 54.7009 |
Ratio Avg Win / Avg Loss | 1.5293 | 2.0176 | 1.1581 | 1.1263 | 1.3111 | 0.972 |
Largest Winning Trade | 104185 | 104185 | 61457 | 205314 | 205314 | 191408 |
Largest Losing Trade | -73632 | -27479 | -73632 | -270548 | -115825 | -270548 |
Avg Bars in Trades | 92 | 71 | 112 | 92 | 71 | 112 |
Avg Bars in Winners | 114 | 77 | 142 | 114 | 77 | 142 |
Avg Bars in Losers | 71 | 66 | 77 | 71 | 66 | 77 |
Bars Traded | 21576 | 8372 | 13204 | 21576 | 8372 | 13204 |
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 | 375003 | -19825 | -59110 | -291422 | -582512 | -138160 |
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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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