Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310345.0665 | 250696.6153 | 59648.4512 | 29588.7548 | 177621.0722 | -148032.3174 |
Total P&L (%) | 310.3451 | 250.6966 | 59.6485 | 29.5888 | 177.6211 | -148.0323 |
Avg Daily Profit (%) | 0.3011 | 0.2432 | 0.0579 | 0.0252 | 0.0991 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175513 | -121074 | -106765 | -361400 | -185725 | -263459 |
Profit Factor | 1.3686 | 1.6146 | 1.1374 | 1.0186 | 1.2368 | 0.8243 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 130 | 59 | 71 | 130 | 59 | 71 |
Losing Trades | 146 | 79 | 67 | 146 | 79 | 67 |
Profitability (%) | 47.1014 | 42.7536 | 51.4493 | 47.1014 | 42.7536 | 51.4493 |
Ratio Avg Win / Avg Loss | 1.5371 | 2.162 | 1.0734 | 1.1439 | 1.6561 | 0.7778 |
Largest Winning Trade | 219088 | 219088 | 48419 | 219088 | 219088 | 66072 |
Largest Losing Trade | -28975 | -26268 | -28975 | -95825 | -36397 | -95825 |
Avg Bars in Trades | 43 | 37 | 49 | 43 | 37 | 49 |
Avg Bars in Winners | 57 | 52 | 61 | 57 | 52 | 61 |
Avg Bars in Losers | 30 | 26 | 36 | 30 | 26 | 36 |
Bars Traded | 11998 | 5178 | 6820 | 11998 | 5178 | 6820 |
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 | 374980 | 289464 | -185679 | -362192 | -62845 | -580778 |
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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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