Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 762426.1611 | 712886.8913 | 49539.2698 | 364358.6075 | 350998.4631 | 13360.1444 |
Total P&L (%) | 762.4262 | 712.8869 | 49.5393 | 364.3586 | 350.9985 | 13.3601 |
Avg Daily Profit (%) | 0.4084 | 0.3819 | 0.0265 | 0.0823 | 0.0807 | 0.0067 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138488 | -72631 | -135072 | -200684 | -88162 | -165722 |
Profit Factor | 1.8581 | 2.6118 | 1.111 | 1.4423 | 1.9069 | 1.0306 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 39.5683 | 35.7143 | 43.4783 | 39.5683 | 35.7143 | 43.4783 |
Ratio Avg Win / Avg Loss | 2.8378 | 4.7012 | 1.4443 | 2.2028 | 3.4325 | 1.3398 |
Largest Winning Trade | 351000 | 351000 | 37744 | 183848 | 183848 | 91850 |
Largest Losing Trade | -35870 | -32411 | -35870 | -95648 | -53185 | -95648 |
Avg Bars in Trades | 51 | 51 | 51 | 51 | 51 | 51 |
Avg Bars in Winners | 83 | 88 | 79 | 83 | 88 | 79 |
Avg Bars in Losers | 30 | 30 | 30 | 30 | 30 | 30 |
Bars Traded | 7149 | 3575 | 3574 | 7149 | 3575 | 3574 |
Profit Streak | 0 | 0 | 45.4277 | 0 | 0 | 45.4277 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347646 | -85440 | -361133 | -84713 | -181568 | -535906 |
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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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