Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 943086.7333 | 873379.662 | 69707.0713 | 582518.5373 | 36242.6396 | 546275.8977 |
Total P&L (%) | 943.0867 | 873.3797 | 69.7071 | 582.5185 | 36.2426 | 546.2759 |
Avg Daily Profit (%) | 0.4079 | 0.3778 | 0.0302 | 0.0831 | 0.0134 | 0.0807 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124271 | -149638 | -190438 | -1418799 | -1319736 | -434167 |
Profit Factor | 1.7723 | 2.3751 | 1.119 | 1.1041 | 1.0105 | 1.2537 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 117 | 62 | 55 | 117 | 62 | 55 |
Profitability (%) | 37.766 | 34.0426 | 41.4894 | 37.766 | 34.0426 | 41.4894 |
Ratio Avg Win / Avg Loss | 2.9206 | 4.6017 | 1.578 | 1.8194 | 1.9579 | 1.768 |
Largest Winning Trade | 388108 | 388108 | 66670 | 1226697 | 1226697 | 353998 |
Largest Losing Trade | -39485 | -36306 | -39485 | -487396 | -487396 | -325439 |
Avg Bars in Trades | 23 | 25 | 21 | 23 | 25 | 21 |
Avg Bars in Winners | 41 | 47 | 36 | 41 | 47 | 36 |
Avg Bars in Losers | 13 | 14 | 11 | 13 | 14 | 11 |
Bars Traded | 4453 | 2435 | 2018 | 4453 | 2435 | 2018 |
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 | 348482 | 282601 | -244526 | -190031 | -391598 | -87154 |
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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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