Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411079.2736 | 335779.746 | 75299.5277 | 246983.2258 | 252440.5436 | -5457.3177 |
Total P&L (%) | 411.0793 | 335.7797 | 75.2995 | 246.9832 | 252.4405 | -5.4573 |
Avg Daily Profit (%) | 0.2181 | 0.1782 | 0.04 | 0.066 | 0.0669 | -0.003 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180012 | -104992 | -101115 | -793875 | -490717 | -399604 |
Profit Factor | 1.307 | 1.4753 | 1.1191 | 1.0815 | 1.1601 | 0.9962 |
Total Trades | 316 | 158 | 158 | 316 | 158 | 158 |
Winning Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Losing Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Profitability (%) | 55.3797 | 55.0633 | 55.6962 | 55.3797 | 55.0633 | 55.6962 |
Ratio Avg Win / Avg Loss | 1.0531 | 1.204 | 0.8902 | 0.8714 | 0.9467 | 0.7925 |
Largest Winning Trade | 64627 | 64627 | 46857 | 177870 | 175966 | 177870 |
Largest Losing Trade | -36039 | -31626 | -36039 | -140811 | -95388 | -140811 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 19 | 18 | 19 | 19 | 18 | 19 |
Avg Bars in Losers | 15 | 16 | 15 | 15 | 16 | 15 |
Bars Traded | 5569 | 2832 | 2737 | 5569 | 2832 | 2737 |
Profit Streak | 0 | 0 | 15.2597 | 0 | 0 | 15.2597 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379091 | 352660 | -228898 | -234644 | -148533 | -578905 |
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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) |
---|