Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463240.7304 | 313849.963 | 149390.7674 | 1369599.1148 | 628291.3634 | 741307.7514 |
Total P&L (%) | 463.2407 | 313.85 | 149.3908 | 1369.5991 | 628.2914 | 741.3078 |
Avg Daily Profit (%) | 0.1947 | 0.1319 | 0.0628 | 0.113 | 0.0835 | 0.0895 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139842 | -107218 | -82204 | -1741018 | -1292804 | -909043 |
Profit Factor | 1.5614 | 1.7255 | 1.3806 | 1.2074 | 1.173 | 1.2495 |
Total Trades | 315 | 157 | 158 | 315 | 157 | 158 |
Winning Trades | 143 | 74 | 69 | 143 | 74 | 69 |
Losing Trades | 172 | 83 | 89 | 172 | 83 | 89 |
Profitability (%) | 45.3968 | 47.1338 | 43.6709 | 45.3968 | 47.1338 | 43.6709 |
Ratio Avg Win / Avg Loss | 1.8781 | 1.9353 | 1.7808 | 1.4522 | 1.3156 | 1.6116 |
Largest Winning Trade | 93156 | 93156 | 55675 | 492212 | 392062 | 492212 |
Largest Losing Trade | -20247 | -20247 | -19531 | -275129 | -195288 | -275129 |
Avg Bars in Trades | 28 | 30 | 26 | 28 | 30 | 26 |
Avg Bars in Winners | 46 | 47 | 44 | 46 | 47 | 44 |
Avg Bars in Losers | 14 | 15 | 12 | 14 | 15 | 12 |
Bars Traded | 9056 | 4836 | 4220 | 9056 | 4836 | 4220 |
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 | 378112 | -14520 | -109320 | -42055 | -112206 | -74020 |
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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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