Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436633.4069 | 323640.4859 | 112992.921 | 361443.7569 | 361890.9069 | -447.15 |
Total P&L (%) | 436.6334 | 323.6405 | 112.9929 | 361.4438 | 361.8909 | -0.4472 |
Avg Daily Profit (%) | 0.2465 | 0.1827 | 0.0638 | 0.0864 | 0.0864 | -0.0003 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108136 | -75180 | -109912 | -710003 | -476789 | -473661 |
Profit Factor | 1.5302 | 1.7763 | 1.2779 | 1.0911 | 1.1782 | 0.9998 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Losing Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Profitability (%) | 51.3966 | 51.6854 | 51.1111 | 51.3966 | 51.6854 | 51.1111 |
Ratio Avg Win / Avg Loss | 1.4471 | 1.6604 | 1.2223 | 1.0318 | 1.1014 | 0.9563 |
Largest Winning Trade | 146691 | 146691 | 60686 | 360983 | 260030 | 360983 |
Largest Losing Trade | -37394 | -37394 | -29079 | -399222 | -399222 | -169995 |
Avg Bars in Trades | 27 | 30 | 25 | 27 | 30 | 25 |
Avg Bars in Winners | 34 | 36 | 33 | 34 | 36 | 33 |
Avg Bars in Losers | 20 | 23 | 17 | 20 | 23 | 17 |
Bars Traded | 4958 | 2686 | 2272 | 4958 | 2686 | 2272 |
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 | 392584 | 386770 | -107711 | -196644 | -102170 | -580669 |
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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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