Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395242.4564 | 279622.4951 | 115619.9612 | 260633.8344 | 100656.4893 | 159977.3451 |
Total P&L (%) | 395.2425 | 279.6225 | 115.62 | 260.6338 | 100.6565 | 159.9773 |
Avg Daily Profit (%) | 0.2052 | 0.1452 | 0.06 | 0.0666 | 0.0362 | 0.0496 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161999 | -173606 | -56689 | -464306 | -509651 | -174709 |
Profit Factor | 1.4338 | 1.5763 | 1.2715 | 1.1177 | 1.0828 | 1.1603 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 105 | 56 | 49 | 105 | 56 | 49 |
Losing Trades | 88 | 40 | 48 | 88 | 40 | 48 |
Profitability (%) | 54.4041 | 58.3333 | 50.5155 | 54.4041 | 58.3333 | 50.5155 |
Ratio Avg Win / Avg Loss | 1.2017 | 1.1259 | 1.2456 | 0.9368 | 0.7734 | 1.1366 |
Largest Winning Trade | 94788 | 94788 | 47803 | 167928 | 132505 | 167928 |
Largest Losing Trade | -45584 | -43632 | -45584 | -149077 | -149077 | -115926 |
Avg Bars in Trades | 55 | 73 | 36 | 55 | 73 | 36 |
Avg Bars in Winners | 62 | 74 | 49 | 62 | 74 | 49 |
Avg Bars in Losers | 45 | 72 | 23 | 45 | 72 | 23 |
Bars Traded | 10637 | 7086 | 3551 | 10637 | 7086 | 3551 |
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 | 365349 | 118527 | -113097 | -195117 | -274942 | -171125 |
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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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