Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272386.6103 | 220133.261 | 52253.3493 | 109105.4186 | 114808.7647 | -5703.3461 |
Total P&L (%) | 272.3866 | 220.1333 | 52.2533 | 109.1054 | 114.8088 | -5.7033 |
Avg Daily Profit (%) | 0.2615 | 0.2113 | 0.0502 | 0.0708 | 0.0734 | -0.0056 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74793 | -69053 | -97347 | -341019 | -331818 | -271492 |
Profit Factor | 1.2816 | 1.4709 | 1.1045 | 1.0373 | 1.0796 | 0.9961 |
Total Trades | 431 | 216 | 215 | 431 | 216 | 215 |
Winning Trades | 183 | 81 | 102 | 183 | 81 | 102 |
Losing Trades | 248 | 135 | 113 | 248 | 135 | 113 |
Profitability (%) | 42.4594 | 37.5 | 47.4419 | 42.4594 | 37.5 | 47.4419 |
Ratio Avg Win / Avg Loss | 1.7368 | 2.4515 | 1.2236 | 1.4058 | 1.7993 | 1.1036 |
Largest Winning Trade | 162948 | 162948 | 35865 | 185284 | 185284 | 103571 |
Largest Losing Trade | -30430 | -17819 | -30430 | -80219 | -80219 | -72885 |
Avg Bars in Trades | 57 | 49 | 65 | 57 | 49 | 65 |
Avg Bars in Winners | 89 | 82 | 94 | 89 | 82 | 94 |
Avg Bars in Losers | 33 | 28 | 39 | 33 | 28 | 39 |
Bars Traded | 24725 | 10606 | 14119 | 24725 | 10606 | 14119 |
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 | 307776 | 204159 | -233074 | -278493 | -231068 | -579536 |
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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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