Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446626.2963 | 366434.6241 | 80191.6722 | 361624.0792 | 286111.8253 | 75512.2539 |
Total P&L (%) | 446.6263 | 366.4346 | 80.1917 | 361.6241 | 286.1118 | 75.5123 |
Avg Daily Profit (%) | 0.2506 | 0.2056 | 0.045 | 0.0858 | 0.0758 | 0.0316 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85231 | -65583 | -85594 | -529454 | -440821 | -405285 |
Profit Factor | 1.4728 | 1.7996 | 1.1649 | 1.0894 | 1.1454 | 1.0364 |
Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
Winning Trades | 168 | 90 | 78 | 168 | 90 | 78 |
Losing Trades | 174 | 81 | 93 | 174 | 81 | 93 |
Profitability (%) | 49.1228 | 52.6316 | 45.614 | 49.1228 | 52.6316 | 45.614 |
Ratio Avg Win / Avg Loss | 1.5254 | 1.6196 | 1.3889 | 1.1283 | 1.0309 | 1.2357 |
Largest Winning Trade | 186415 | 186415 | 72698 | 317279 | 317279 | 204872 |
Largest Losing Trade | -38389 | -27504 | -38389 | -219383 | -171008 | -219383 |
Avg Bars in Trades | 61 | 65 | 58 | 61 | 65 | 58 |
Avg Bars in Winners | 84 | 83 | 85 | 84 | 83 | 85 |
Avg Bars in Losers | 39 | 44 | 34 | 39 | 44 | 34 |
Bars Traded | 21072 | 11126 | 9946 | 21072 | 11126 | 9946 |
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 | 423053 | 423484 | -173316 | -199041 | -151620 | -332594 |
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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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