Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439558.8177 | 284749.9853 | 154808.8324 | 385526.0581 | 319762.5578 | 65763.5003 |
Total P&L (%) | 439.5588 | 284.75 | 154.8088 | 385.5261 | 319.7626 | 65.7635 |
Avg Daily Profit (%) | 0.2512 | 0.1627 | 0.0885 | 0.0903 | 0.082 | 0.0289 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98095 | -114935 | -105898 | -893413 | -591038 | -408849 |
Profit Factor | 1.3552 | 1.4648 | 1.2477 | 1.0882 | 1.1533 | 1.0288 |
Total Trades | 323 | 161 | 162 | 323 | 161 | 162 |
Winning Trades | 156 | 70 | 86 | 156 | 70 | 86 |
Losing Trades | 167 | 91 | 76 | 167 | 91 | 76 |
Profitability (%) | 48.2972 | 43.4783 | 53.0864 | 48.2972 | 43.4783 | 53.0864 |
Ratio Avg Win / Avg Loss | 1.4507 | 1.9042 | 1.1026 | 1.1649 | 1.4993 | 0.9091 |
Largest Winning Trade | 89503 | 89503 | 40049 | 447641 | 447641 | 225970 |
Largest Losing Trade | -57907 | -18977 | -57907 | -284370 | -168244 | -284370 |
Avg Bars in Trades | 64 | 54 | 74 | 64 | 54 | 74 |
Avg Bars in Winners | 81 | 61 | 98 | 81 | 61 | 98 |
Avg Bars in Losers | 48 | 48 | 48 | 48 | 48 | 48 |
Bars Traded | 20864 | 8735 | 12130 | 20864 | 8735 | 12130 |
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 | 342221 | 261215 | -74410 | -194907 | -137623 | -344455 |
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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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