Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331986.9471 | 214885.3534 | 117101.5937 | 232124.1054 | 76115.6694 | 156008.4359 |
Total P&L (%) | 331.9869 | 214.8854 | 117.1016 | 232.1241 | 76.1157 | 156.0084 |
Avg Daily Profit (%) | 0.2987 | 0.1934 | 0.1054 | 0.1081 | 0.0509 | 0.0846 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84045 | -76668 | -52924 | -284726 | -244933 | -244871 |
Profit Factor | 1.6861 | 1.7794 | 1.5625 | 1.1607 | 1.0991 | 1.2306 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 48 | 44.4444 | 51.6129 | 48 | 44.4444 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.8266 | 2.2243 | 1.4648 | 1.2574 | 1.3738 | 1.1537 |
Largest Winning Trade | 227790 | 227790 | 41584 | 178139 | 178139 | 113303 |
Largest Losing Trade | -44379 | -27719 | -44379 | -200875 | -120394 | -200875 |
Avg Bars in Trades | 104 | 114 | 93 | 104 | 114 | 93 |
Avg Bars in Winners | 103 | 93 | 112 | 103 | 93 | 112 |
Avg Bars in Losers | 104 | 131 | 73 | 104 | 131 | 73 |
Bars Traded | 13016 | 7221 | 5795 | 13016 | 7221 | 5795 |
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 | 403670 | -138179 | -204595 | -92952 | -385556 | -234286 |
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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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