Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321505.9753 | 206677.3525 | 114828.6228 | 966762.1016 | 898053.4288 | 68708.6728 |
Total P&L (%) | 321.506 | 206.6774 | 114.8286 | 966.7621 | 898.0534 | 68.7087 |
Avg Daily Profit (%) | 0.6173 | 0.3968 | 0.2205 | 0.4555 | 0.4427 | 0.1005 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62141 | -32793 | -53313 | -1074672 | -395990 | -918108 |
Profit Factor | 1.8586 | 2.1397 | 1.5946 | 1.3006 | 1.5853 | 1.0409 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Losing Trades | 92 | 47 | 45 | 92 | 47 | 45 |
Profitability (%) | 48.0226 | 47.191 | 48.8636 | 48.0226 | 47.191 | 48.8636 |
Ratio Avg Win / Avg Loss | 2.0116 | 2.3944 | 1.6688 | 1.4077 | 1.774 | 1.0893 |
Largest Winning Trade | 66063 | 66063 | 31465 | 539524 | 539524 | 484879 |
Largest Losing Trade | -22302 | -13942 | -22302 | -346320 | -211725 | -346320 |
Avg Bars in Trades | 137 | 130 | 144 | 137 | 130 | 144 |
Avg Bars in Winners | 184 | 167 | 200 | 184 | 167 | 200 |
Avg Bars in Losers | 94 | 98 | 90 | 94 | 98 | 90 |
Bars Traded | 24319 | 11642 | 12677 | 24319 | 11642 | 12677 |
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 | 514952 | 410245 | 340621 | 356345 | 398627 | -235854 |
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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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