Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 530066.5191 | 446278.281 | 83788.2381 | 178115.4611 | 15658.4923 | 162456.9687 |
Total P&L (%) | 530.0665 | 446.2783 | 83.7882 | 178.1155 | 15.6585 | 162.457 |
Avg Daily Profit (%) | 0.2265 | 0.1907 | 0.0358 | 0.0437 | 0.0062 | 0.0412 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126195 | -85860 | -157272 | -473494 | -399702 | -255958 |
Profit Factor | 1.4307 | 1.6645 | 1.1499 | 1.0639 | 1.0097 | 1.1381 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 137 | 63 | 74 | 137 | 63 | 74 |
Losing Trades | 145 | 78 | 67 | 145 | 78 | 67 |
Profitability (%) | 48.5816 | 44.6809 | 52.4823 | 48.5816 | 44.6809 | 52.4823 |
Ratio Avg Win / Avg Loss | 1.5142 | 2.0608 | 1.0411 | 1.126 | 1.2501 | 1.0304 |
Largest Winning Trade | 178090 | 178090 | 53504 | 209049 | 209049 | 91071 |
Largest Losing Trade | -79827 | -39485 | -79827 | -155072 | -98543 | -155072 |
Avg Bars in Trades | 48 | 58 | 37 | 48 | 58 | 37 |
Avg Bars in Winners | 56 | 75 | 39 | 56 | 75 | 39 |
Avg Bars in Losers | 40 | 45 | 35 | 40 | 45 | 35 |
Bars Traded | 13610 | 8292 | 5318 | 13610 | 8292 | 5318 |
Profit Streak | 0 | 0 | 5.6103 | 0 | 0 | 5.6103 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402538 | 304034 | -199893 | -283847 | -406391 | -205604 |
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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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