Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 570412.2929 | 478961.5335 | 91450.7594 | 71776.1973 | 29949.2208 | 41826.9765 |
Total P&L (%) | 570.4123 | 478.9615 | 91.4508 | 71.7762 | 29.9492 | 41.827 |
Avg Daily Profit (%) | 0.3851 | 0.3234 | 0.0617 | 0.0365 | 0.0177 | 0.0236 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181879 | -155448 | -75976 | -370080 | -311260 | -175673 |
Profit Factor | 1.6015 | 1.7882 | 1.2684 | 1.0412 | 1.027 | 1.066 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 114 | 60 | 54 | 114 | 60 | 54 |
Profitability (%) | 37.0166 | 34.0659 | 40 | 37.0166 | 34.0659 | 40 |
Ratio Avg Win / Avg Loss | 2.7249 | 3.461 | 1.9026 | 1.7715 | 1.9877 | 1.599 |
Largest Winning Trade | 398392 | 398392 | 64896 | 279750 | 279750 | 71852 |
Largest Losing Trade | -30805 | -29517 | -30805 | -72399 | -72399 | -60505 |
Avg Bars in Trades | 31 | 26 | 36 | 31 | 26 | 36 |
Avg Bars in Winners | 51 | 38 | 62 | 51 | 38 | 62 |
Avg Bars in Losers | 20 | 20 | 19 | 20 | 20 | 19 |
Bars Traded | 5704 | 2385 | 3319 | 5704 | 2385 | 3319 |
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 | 307785 | 210129 | -113688 | -322329 | -368296 | -314428 |
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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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