Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 603529.0458 | 483189.8031 | 120339.2426 | 1229539.4878 | 769877.24 | 459662.2477 |
Total P&L (%) | 603.529 | 483.1898 | 120.3392 | 1229.5395 | 769.8772 | 459.6622 |
Avg Daily Profit (%) | 0.373 | 0.2986 | 0.0744 | 0.16 | 0.1338 | 0.1065 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149211 | -141189 | -116278 | -1295082 | -1189061 | -844204 |
Profit Factor | 1.7066 | 2.1961 | 1.2673 | 1.1963 | 1.229 | 1.1584 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Losing Trades | 106 | 57 | 49 | 106 | 57 | 49 |
Profitability (%) | 35.3659 | 30.4878 | 40.2439 | 35.3659 | 30.4878 | 40.2439 |
Ratio Avg Win / Avg Loss | 3.1189 | 5.0071 | 1.8818 | 2.1863 | 2.802 | 1.7201 |
Largest Winning Trade | 207744 | 207744 | 51753 | 861203 | 861203 | 397823 |
Largest Losing Trade | -37700 | -23541 | -37700 | -428706 | -428706 | -353482 |
Avg Bars in Trades | 116 | 113 | 119 | 116 | 113 | 119 |
Avg Bars in Winners | 204 | 215 | 196 | 204 | 215 | 196 |
Avg Bars in Losers | 67 | 68 | 66 | 67 | 68 | 66 |
Bars Traded | 19069 | 9306 | 9763 | 19069 | 9306 | 9763 |
Profit Streak | 495.5727 | 501.906 | 0 | 495.5727 | 501.906 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306102 | 42508 | -100896 | -45 | -24712 | -104198 |
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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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