Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568500.7046 | 490022.1985 | 78478.5061 | 455945.3601 | 319515.5237 | 136429.8364 |
Total P&L (%) | 568.5007 | 490.0222 | 78.4785 | 455.9454 | 319.5155 | 136.4298 |
Avg Daily Profit (%) | 0.2876 | 0.2479 | 0.0397 | 0.0868 | 0.0726 | 0.0435 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157154 | -134536 | -145622 | -751776 | -641372 | -331098 |
Profit Factor | 1.5995 | 1.9959 | 1.172 | 1.1494 | 1.1922 | 1.0982 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Profitability (%) | 39.1566 | 38.5542 | 39.759 | 39.1566 | 38.5542 | 39.759 |
Ratio Avg Win / Avg Loss | 2.4854 | 3.1809 | 1.7758 | 1.786 | 1.9001 | 1.6639 |
Largest Winning Trade | 146838 | 146838 | 56618 | 340089 | 340089 | 323684 |
Largest Losing Trade | -49944 | -45795 | -49944 | -304605 | -304605 | -185853 |
Avg Bars in Trades | 46 | 44 | 49 | 46 | 44 | 49 |
Avg Bars in Winners | 79 | 77 | 80 | 79 | 77 | 80 |
Avg Bars in Losers | 25 | 23 | 28 | 25 | 23 | 28 |
Bars Traded | 7746 | 3678 | 4068 | 7746 | 3678 | 4068 |
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 | 304721 | 253425 | -174385 | -135495 | -108828 | -250516 |
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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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