Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 492347.0228 | 403779.9663 | 88567.0565 | 178795.1393 | 224563.5948 | -45768.4554 |
Total P&L (%) | 492.347 | 403.78 | 88.5671 | 178.7951 | 224.5636 | -45.7685 |
Avg Daily Profit (%) | 0.2755 | 0.2259 | 0.0496 | 0.0574 | 0.0659 | -0.0342 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158017 | -127056 | -87201 | -1303828 | -1090688 | -423985 |
Profit Factor | 1.4257 | 1.6309 | 1.1715 | 1.0332 | 1.0744 | 0.9806 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Losing Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Profitability (%) | 43 | 43 | 43 | 43 | 43 | 43 |
Ratio Avg Win / Avg Loss | 1.8899 | 2.1619 | 1.5529 | 1.3696 | 1.4242 | 1.2999 |
Largest Winning Trade | 134485 | 134485 | 58327 | 329498 | 329498 | 323315 |
Largest Losing Trade | -55660 | -39324 | -55660 | -373637 | -281705 | -373637 |
Avg Bars in Trades | 35 | 41 | 28 | 35 | 41 | 28 |
Avg Bars in Winners | 46 | 53 | 39 | 46 | 53 | 39 |
Avg Bars in Losers | 26 | 32 | 20 | 26 | 32 | 20 |
Bars Traded | 7030 | 4192 | 2838 | 7030 | 4192 | 2838 |
Profit Streak | 0 | 0 | 37.9759 | 0 | 0 | 37.9759 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307953 | 285150 | -159732 | -301933 | -246660 | -581298 |
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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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