Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296035.2973 | 259618.5642 | 36416.733 | 21520.4363 | 43103.3482 | -21582.9119 |
Total P&L (%) | 296.0353 | 259.6186 | 36.4167 | 21.5204 | 43.1033 | -21.5829 |
Avg Daily Profit (%) | 0.2384 | 0.2091 | 0.0293 | 0.0157 | 0.0289 | -0.0196 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133713 | -75951 | -132383 | -98506 | -80388 | -120226 |
Profit Factor | 1.2574 | 1.4874 | 1.059 | 1.0274 | 1.1161 | 0.948 |
Total Trades | 307 | 153 | 154 | 307 | 153 | 154 |
Winning Trades | 170 | 84 | 86 | 170 | 84 | 86 |
Losing Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Profitability (%) | 55.3746 | 54.902 | 55.8442 | 55.3746 | 54.902 | 55.8442 |
Ratio Avg Win / Avg Loss | 1.0133 | 1.2218 | 0.8373 | 0.8279 | 0.9168 | 0.7496 |
Largest Winning Trade | 64905 | 64905 | 27946 | 28252 | 23685 | 28252 |
Largest Losing Trade | -66582 | -46050 | -66582 | -47704 | -33444 | -47704 |
Avg Bars in Trades | 47 | 53 | 41 | 47 | 53 | 41 |
Avg Bars in Winners | 48 | 51 | 44 | 48 | 51 | 44 |
Avg Bars in Losers | 46 | 56 | 37 | 46 | 56 | 37 |
Bars Traded | 14633 | 8257 | 6376 | 14633 | 8257 | 6376 |
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 | 362705 | 353145 | -312545 | -367547 | -249850 | -579768 |
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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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