Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218610.6935 | 89591.1132 | 129019.5803 | 65242.3934 | 33404.7392 | 31837.6542 |
Total P&L (%) | 218.6107 | 89.5911 | 129.0196 | 65.2424 | 33.4047 | 31.8377 |
Avg Daily Profit (%) | 0.1684 | 0.069 | 0.0994 | 0.0387 | 0.0222 | 0.0213 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84377 | -108412 | -69424 | -92545 | -85952 | -63709 |
Profit Factor | 1.2127 | 1.1668 | 1.2631 | 1.0747 | 1.0782 | 1.0714 |
Total Trades | 328 | 164 | 164 | 328 | 164 | 164 |
Winning Trades | 171 | 87 | 84 | 171 | 87 | 84 |
Losing Trades | 157 | 77 | 80 | 157 | 77 | 80 |
Profitability (%) | 52.1341 | 53.0488 | 51.2195 | 52.1341 | 53.0488 | 51.2195 |
Ratio Avg Win / Avg Loss | 1.1135 | 1.0326 | 1.203 | 0.9867 | 0.9542 | 1.0204 |
Largest Winning Trade | 113489 | 113489 | 29830 | 59662 | 59662 | 27654 |
Largest Losing Trade | -35326 | -27867 | -35326 | -42210 | -29762 | -42210 |
Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 2381 | 1193 | 1188 | 2381 | 1193 | 1188 |
Profit Streak | 5.8274 | 9.3274 | 0 | 5.8274 | 9.3274 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355362 | -136267 | -59728 | -278587 | -300582 | -308627 |
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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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