Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 695412.5431 | 575635.1153 | 119777.4278 | 404679.5647 | 810104.5288 | -405424.9642 |
Total P&L (%) | 695.4125 | 575.6351 | 119.7774 | 404.6796 | 810.1045 | -405.425 |
Avg Daily Profit (%) | 0.4347 | 0.3598 | 0.0749 | 0.1012 | 0.1381 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107745 | -115578 | -62473 | -1731073 | -1344024 | -901621 |
Profit Factor | 1.785 | 2.1161 | 1.3237 | 1.0538 | 1.2009 | 0.8839 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Losing Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Profitability (%) | 43.6937 | 44.1441 | 43.2432 | 43.6937 | 44.1441 | 43.2432 |
Ratio Avg Win / Avg Loss | 2.3003 | 2.6775 | 1.7373 | 1.358 | 1.5195 | 1.1601 |
Largest Winning Trade | 397703 | 397703 | 51861 | 1537285 | 1537285 | 544090 |
Largest Losing Trade | -39534 | -39534 | -35956 | -530097 | -320896 | -530097 |
Avg Bars in Trades | 42 | 36 | 47 | 42 | 36 | 47 |
Avg Bars in Winners | 60 | 49 | 72 | 60 | 49 | 72 |
Avg Bars in Losers | 27 | 26 | 28 | 27 | 26 | 28 |
Bars Traded | 9353 | 4076 | 5277 | 9353 | 4076 | 5277 |
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 | 436981 | 392104 | -94527 | -220473 | -10157 | -581997 |
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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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