Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 580158.9977 | 391035.3242 | 189123.6735 | 3437089.5523 | 1810659.7305 | 1626429.8218 |
Total P&L (%) | 580.159 | 391.0353 | 189.1237 | 3437.0896 | 1810.6597 | 1626.4298 |
Avg Daily Profit (%) | 0.3277 | 0.2209 | 0.1068 | 0.2016 | 0.1668 | 0.161 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92871 | -119945 | -62917 | -1111909 | -366838 | -933117 |
Profit Factor | 1.7839 | 1.9985 | 1.5428 | 1.7782 | 1.8661 | 1.6992 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Losing Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Profitability (%) | 48.3696 | 47.8261 | 48.913 | 48.3696 | 47.8261 | 48.913 |
Ratio Avg Win / Avg Loss | 1.9042 | 2.1802 | 1.6114 | 1.8981 | 2.0358 | 1.7748 |
Largest Winning Trade | 74996 | 74996 | 67882 | 486789 | 435969 | 486789 |
Largest Losing Trade | -28270 | -27011 | -28270 | -933117 | -185851 | -933117 |
Avg Bars in Trades | 56 | 51 | 60 | 56 | 51 | 60 |
Avg Bars in Winners | 83 | 75 | 90 | 83 | 75 | 90 |
Avg Bars in Losers | 31 | 29 | 33 | 31 | 29 | 33 |
Bars Traded | 10366 | 4759 | 5607 | 10366 | 4759 | 5607 |
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 | 462315 | 375948 | -48418 | 423123 | 365104 | 366962 |
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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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