Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 491224.6304 | 446135.5527 | 45089.0777 | 112436.4051 | 242877.7638 | -130441.3588 |
Total P&L (%) | 491.2246 | 446.1356 | 45.0891 | 112.4364 | 242.8778 | -130.4414 |
Avg Daily Profit (%) | 0.1964 | 0.1784 | 0.018 | 0.0301 | 0.0493 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136973 | -114727 | -82428 | -505339 | -350835 | -278825 |
Profit Factor | 1.4877 | 1.8354 | 1.0953 | 1.0407 | 1.1664 | 0.9001 |
Total Trades | 245 | 123 | 122 | 245 | 123 | 122 |
Winning Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Losing Trades | 122 | 62 | 60 | 122 | 62 | 60 |
Profitability (%) | 50.2041 | 49.5935 | 50.8197 | 50.2041 | 49.5935 | 50.8197 |
Ratio Avg Win / Avg Loss | 1.4756 | 1.8655 | 1.06 | 1.0322 | 1.1855 | 0.871 |
Largest Winning Trade | 348761 | 348761 | 61610 | 345983 | 345983 | 168201 |
Largest Losing Trade | -35790 | -32683 | -35790 | -192846 | -123926 | -192846 |
Avg Bars in Trades | 29 | 26 | 33 | 29 | 26 | 33 |
Avg Bars in Winners | 38 | 32 | 44 | 38 | 32 | 44 |
Avg Bars in Losers | 20 | 20 | 21 | 20 | 20 | 21 |
Bars Traded | 7272 | 3221 | 4051 | 7272 | 3221 | 4051 |
Profit Streak | 0 | 0 | 17.7335 | 0 | 0 | 17.7335 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374672 | 389193 | -285293 | -326839 | -164668 | -579835 |
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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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