Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 545187.1786 | 416088.5609 | 129098.6177 | 403783.8969 | 343224.883 | 60559.0138 |
Total P&L (%) | 545.1872 | 416.0886 | 129.0986 | 403.7839 | 343.2249 | 60.559 |
Avg Daily Profit (%) | 0.2375 | 0.1813 | 0.0562 | 0.0705 | 0.0649 | 0.0206 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144731 | -127275 | -131874 | -359082 | -237542 | -252981 |
Profit Factor | 1.5083 | 1.7443 | 1.2514 | 1.2205 | 1.3674 | 1.0675 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 95 | 46 | 49 | 95 | 46 | 49 |
Losing Trades | 116 | 60 | 56 | 116 | 60 | 56 |
Profitability (%) | 45.0237 | 43.3962 | 46.6667 | 45.0237 | 43.3962 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.8417 | 2.2752 | 1.4301 | 1.4903 | 1.7836 | 1.22 |
Largest Winning Trade | 198303 | 198303 | 57099 | 215903 | 215903 | 99633 |
Largest Losing Trade | -38359 | -38359 | -36381 | -225837 | -63502 | -225837 |
Avg Bars in Trades | 63 | 57 | 69 | 63 | 57 | 69 |
Avg Bars in Winners | 78 | 69 | 87 | 78 | 69 | 87 |
Avg Bars in Losers | 51 | 48 | 54 | 51 | 48 | 54 |
Bars Traded | 13448 | 6110 | 7338 | 13448 | 6110 | 7338 |
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 | 359830 | 285395 | -119603 | -100084 | -107528 | -313774 |
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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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