Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 425155.1858 | 308920.9556 | 116234.2302 | 113437.8484 | 27802.0084 | 85635.84 |
Total P&L (%) | 425.1552 | 308.921 | 116.2342 | 113.4378 | 27.802 | 85.6358 |
Avg Daily Profit (%) | 0.3142 | 0.2283 | 0.0859 | 0.056 | 0.0181 | 0.0457 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216306 | -98859 | -136150 | -237033 | -130602 | -133107 |
Profit Factor | 1.7097 | 2.0693 | 1.3748 | 1.2279 | 1.1174 | 1.3281 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 48.9362 | 44.6809 | 53.1915 | 48.9362 | 44.6809 | 53.1915 |
Ratio Avg Win / Avg Loss | 1.784 | 2.5619 | 1.2098 | 1.2813 | 1.3835 | 1.1687 |
Largest Winning Trade | 246881 | 246881 | 50836 | 78138 | 60176 | 78138 |
Largest Losing Trade | -65774 | -36384 | -65774 | -88979 | -88979 | -65265 |
Avg Bars in Trades | 167 | 147 | 188 | 167 | 147 | 188 |
Avg Bars in Winners | 228 | 187 | 263 | 228 | 187 | 263 |
Avg Bars in Losers | 109 | 114 | 102 | 109 | 114 | 102 |
Bars Traded | 15769 | 6915 | 8854 | 15769 | 6915 | 8854 |
Profit Streak | 0 | 35.7083 | 0 | 0 | 35.7083 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420257 | 372678 | -77246 | -118603 | -264756 | -131090 |
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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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