Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550946.3576 | 532780.5416 | 18165.8159 | -13053.5472 | 34622.9787 | -47676.5259 |
Total P&L (%) | 550.9464 | 532.7805 | 18.1658 | -13.0535 | 34.623 | -47.6765 |
Avg Daily Profit (%) | 0.2977 | 0.2879 | 0.0098 | -0.0076 | 0.0161 | -0.035 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137891 | -146666 | -93475 | -756689 | -695269 | -408590 |
Profit Factor | 1.4863 | 1.9328 | 1.0323 | 0.9968 | 1.0171 | 0.977 |
Total Trades | 368 | 184 | 184 | 368 | 184 | 184 |
Winning Trades | 143 | 65 | 78 | 143 | 65 | 78 |
Losing Trades | 225 | 119 | 106 | 225 | 119 | 106 |
Profitability (%) | 38.8587 | 35.3261 | 42.3913 | 38.8587 | 35.3261 | 42.3913 |
Ratio Avg Win / Avg Loss | 2.3385 | 3.5385 | 1.4029 | 1.5684 | 1.8621 | 1.3277 |
Largest Winning Trade | 562102 | 562102 | 54173 | 543032 | 543032 | 223894 |
Largest Losing Trade | -35676 | -17994 | -35676 | -194509 | -81552 | -194509 |
Avg Bars in Trades | 59 | 50 | 68 | 59 | 50 | 68 |
Avg Bars in Winners | 100 | 92 | 107 | 100 | 92 | 107 |
Avg Bars in Losers | 33 | 27 | 40 | 33 | 27 | 40 |
Bars Traded | 21914 | 9232 | 12682 | 21914 | 9232 | 12682 |
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 | 316710 | 257801 | -375340 | -580409 | -379943 | -581662 |
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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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