Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401483.4119 | 244663.4719 | 156819.94 | 1615093.8162 | 1276797.3859 | 338296.4303 |
Total P&L (%) | 401.4834 | 244.6635 | 156.8199 | 1615.0938 | 1276.7974 | 338.2964 |
Avg Daily Profit (%) | 0.3854 | 0.2349 | 0.1506 | 0.2732 | 0.2521 | 0.142 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50203 | -66037 | -50547 | -1047036 | -406647 | -762342 |
Profit Factor | 1.8114 | 2.0488 | 1.5997 | 1.5756 | 2.0662 | 1.2103 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 88 | 39 | 49 | 88 | 39 | 49 |
Losing Trades | 114 | 62 | 52 | 114 | 62 | 52 |
Profitability (%) | 43.5644 | 38.6139 | 48.5149 | 43.5644 | 38.6139 | 48.5149 |
Ratio Avg Win / Avg Loss | 2.3466 | 3.2571 | 1.6976 | 2.0411 | 3.2848 | 1.2844 |
Largest Winning Trade | 66184 | 66184 | 33722 | 620966 | 620966 | 418187 |
Largest Losing Trade | -22844 | -12546 | -22844 | -425131 | -237989 | -425131 |
Avg Bars in Trades | 122 | 113 | 131 | 122 | 113 | 131 |
Avg Bars in Winners | 187 | 174 | 198 | 187 | 174 | 198 |
Avg Bars in Losers | 71 | 74 | 68 | 71 | 74 | 68 |
Bars Traded | 24708 | 11420 | 13288 | 24708 | 11420 | 13288 |
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 | 403095 | 255627 | 337036 | 363506 | 277124 | -4841 |
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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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