Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694544.4643 | 557885.4064 | 136659.0579 | 1120213.7014 | -402851.7984 | 1523065.4998 |
Total P&L (%) | 694.5445 | 557.8854 | 136.6591 | 1120.2137 | -402.8518 | 1523.0655 |
Avg Daily Profit (%) | 0.3335 | 0.2679 | 0.0656 | 0.1202 | 0 | 0.1339 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101011 | -76337 | -142043 | -1511569 | -1690142 | -629769 |
Profit Factor | 1.8283 | 2.3264 | 1.327 | 1.1851 | 0.8839 | 1.59 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 65 | 25 | 40 | 65 | 25 | 40 |
Losing Trades | 103 | 59 | 44 | 103 | 59 | 44 |
Profitability (%) | 38.6905 | 29.7619 | 47.619 | 38.6905 | 29.7619 | 47.619 |
Ratio Avg Win / Avg Loss | 2.8971 | 5.4904 | 1.4597 | 1.878 | 2.0859 | 1.749 |
Largest Winning Trade | 294408 | 294408 | 67776 | 967388 | 967388 | 731493 |
Largest Losing Trade | -34178 | -17534 | -34178 | -396406 | -396406 | -325788 |
Avg Bars in Trades | 145 | 126 | 164 | 145 | 126 | 164 |
Avg Bars in Winners | 257 | 260 | 255 | 257 | 260 | 255 |
Avg Bars in Losers | 74 | 70 | 81 | 74 | 70 | 81 |
Bars Traded | 24449 | 10651 | 13798 | 24449 | 10651 | 13798 |
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 | 328659 | 140095 | -106323 | -51417 | -587156 | -12140 |
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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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