Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 535246.9975 | 357492.5563 | 177754.4412 | 1429438.1446 | 1007889.9722 | 421548.1724 |
Total P&L (%) | 535.247 | 357.4926 | 177.7544 | 1429.4381 | 1007.89 | 421.5482 |
Avg Daily Profit (%) | 0.5183 | 0.3462 | 0.1721 | 0.2645 | 0.2332 | 0.1601 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138005 | -83126 | -85487 | -708244 | -472873 | -473531 |
Profit Factor | 1.9771 | 2.2865 | 1.6585 | 1.4297 | 1.5973 | 1.2572 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Losing Trades | 116 | 62 | 54 | 116 | 62 | 54 |
Profitability (%) | 32.948 | 28.7356 | 37.2093 | 32.948 | 28.7356 | 37.2093 |
Ratio Avg Win / Avg Loss | 4.0235 | 5.6706 | 2.7988 | 2.9096 | 3.9612 | 2.1216 |
Largest Winning Trade | 213663 | 213663 | 51218 | 1087297 | 1087297 | 261119 |
Largest Losing Trade | -22697 | -22697 | -15665 | -185134 | -185129 | -185134 |
Avg Bars in Trades | 34 | 27 | 41 | 34 | 27 | 41 |
Avg Bars in Winners | 77 | 65 | 87 | 77 | 65 | 87 |
Avg Bars in Losers | 13 | 12 | 14 | 13 | 12 | 14 |
Bars Traded | 6015 | 2413 | 3603 | 6015 | 2413 | 3603 |
Profit Streak | 0 | 0 | 22.1768 | 0 | 0 | 22.1768 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316410 | -170 | 207881 | 174647 | -2061 | 124690 |
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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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