Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189927.3634 | 185966.2316 | 3961.1318 | 6835.9227 | 68090.0814 | -61254.1587 |
Total P&L (%) | 189.9274 | 185.9662 | 3.9611 | 6.8359 | 68.0901 | -61.2542 |
Avg Daily Profit (%) | 0.1764 | 0.1727 | 0.0037 | 0.0061 | 0.0482 | -0.088 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156417 | -111481 | -87000 | -622288 | -405539 | -444041 |
Profit Factor | 1.28 | 1.5761 | 1.0111 | 1.0026 | 1.0549 | 0.9575 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 113 | 55 | 58 | 113 | 55 | 58 |
Losing Trades | 104 | 54 | 50 | 104 | 54 | 50 |
Profitability (%) | 52.0737 | 50.4587 | 53.7037 | 52.0737 | 50.4587 | 53.7037 |
Ratio Avg Win / Avg Loss | 1.1781 | 1.5474 | 0.8717 | 0.9227 | 1.0358 | 0.8254 |
Largest Winning Trade | 194028 | 194028 | 40416 | 166833 | 166833 | 146790 |
Largest Losing Trade | -32739 | -25859 | -32739 | -152843 | -126945 | -152843 |
Avg Bars in Trades | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Winners | 28 | 28 | 29 | 28 | 28 | 29 |
Avg Bars in Losers | 28 | 28 | 27 | 28 | 28 | 27 |
Bars Traded | 6181 | 3115 | 3066 | 6181 | 3115 | 3066 |
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 | 326288 | 372356 | -563121 | -568101 | -288635 | -580286 |
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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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