Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 626400.7205 | 507527.3061 | 118873.4144 | 576203.7384 | -446893.1025 | 1023096.8409 |
Total P&L (%) | 626.4007 | 507.5273 | 118.8734 | 576.2037 | -446.8931 | 1023.0968 |
Avg Daily Profit (%) | 0.2659 | 0.2154 | 0.0505 | 0.0812 | 0 | 0.1027 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133558 | -91888 | -185285 | -1745146 | -1520819 | -790295 |
Profit Factor | 1.6154 | 2.024 | 1.2276 | 1.1135 | 0.8424 | 1.4561 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 85 | 32 | 53 | 85 | 32 | 53 |
Losing Trades | 123 | 72 | 51 | 123 | 72 | 51 |
Profitability (%) | 40.8654 | 30.7692 | 50.9615 | 40.8654 | 30.7692 | 50.9615 |
Ratio Avg Win / Avg Loss | 2.3376 | 4.554 | 1.1813 | 1.6112 | 1.8954 | 1.4012 |
Largest Winning Trade | 234477 | 234477 | 61238 | 833449 | 833449 | 717074 |
Largest Losing Trade | -38175 | -27700 | -38175 | -485151 | -412835 | -485151 |
Avg Bars in Trades | 67 | 56 | 78 | 67 | 56 | 78 |
Avg Bars in Winners | 107 | 95 | 114 | 107 | 95 | 114 |
Avg Bars in Losers | 39 | 38 | 40 | 39 | 38 | 40 |
Bars Traded | 13990 | 5860 | 8130 | 13990 | 5860 | 8130 |
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 | 331040 | 153379 | -126033 | -181245 | -585756 | -54534 |
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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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