Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438077.6358 | 295679.7906 | 142397.8452 | 497641.6451 | 47892.2903 | 449749.3548 |
Total P&L (%) | 438.0776 | 295.6798 | 142.3978 | 497.6416 | 47.8923 | 449.7494 |
Avg Daily Profit (%) | 0.2279 | 0.1539 | 0.0741 | 0.0931 | 0.0204 | 0.0887 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133096 | -96160 | -72474 | -2170668 | -1738790 | -1071024 |
Profit Factor | 1.5824 | 1.7701 | 1.3867 | 1.1039 | 1.0178 | 1.2144 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Losing Trades | 98 | 50 | 48 | 98 | 50 | 48 |
Profitability (%) | 44 | 43.1818 | 44.8276 | 44 | 43.1818 | 44.8276 |
Ratio Avg Win / Avg Loss | 2.014 | 2.3291 | 1.7067 | 1.405 | 1.3392 | 1.4946 |
Largest Winning Trade | 127268 | 127268 | 55454 | 1339446 | 1339446 | 376406 |
Largest Losing Trade | -29569 | -27415 | -29569 | -758932 | -758932 | -667137 |
Avg Bars in Trades | 64 | 61 | 67 | 64 | 61 | 67 |
Avg Bars in Winners | 98 | 90 | 106 | 98 | 90 | 106 |
Avg Bars in Losers | 38 | 39 | 36 | 38 | 39 | 36 |
Bars Traded | 11304 | 5398 | 5906 | 11304 | 5398 | 5906 |
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 | 337105 | 274062 | -94621 | -176376 | -371101 | -77285 |
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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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