Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317495.877 | 311972.4708 | 5523.4062 | 14264.1308 | 36198.2723 | -21934.1414 |
Total P&L (%) | 317.4959 | 311.9725 | 5.5234 | 14.2641 | 36.1983 | -21.9341 |
Avg Daily Profit (%) | 0.2921 | 0.287 | 0.0051 | 0.0123 | 0.0284 | -0.0228 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175060 | -125635 | -85018 | -768437 | -560965 | -442553 |
Profit Factor | 1.4214 | 1.7412 | 1.0166 | 1.0037 | 1.0168 | 0.9868 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 108 | 52 | 56 | 108 | 52 | 56 |
Losing Trades | 117 | 60 | 57 | 117 | 60 | 57 |
Profitability (%) | 48 | 46.4286 | 49.5575 | 48 | 46.4286 | 49.5575 |
Ratio Avg Win / Avg Loss | 1.5398 | 2.0091 | 1.0348 | 1.0874 | 1.1733 | 1.0045 |
Largest Winning Trade | 377504 | 377504 | 30778 | 388749 | 388749 | 194195 |
Largest Losing Trade | -26675 | -22661 | -26675 | -227309 | -158578 | -227309 |
Avg Bars in Trades | 18 | 19 | 16 | 18 | 19 | 16 |
Avg Bars in Winners | 18 | 19 | 16 | 18 | 19 | 16 |
Avg Bars in Losers | 18 | 19 | 16 | 18 | 19 | 16 |
Bars Traded | 4101 | 2189 | 1912 | 4101 | 2189 | 1912 |
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 | 396806 | 370731 | -554214 | -425304 | -360847 | -579259 |
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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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