Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 612499.3547 | 441996.4049 | 170502.9498 | 372180.8639 | 278983.3834 | 93197.4805 |
Total P&L (%) | 612.4994 | 441.9964 | 170.503 | 372.1809 | 278.9834 | 93.1975 |
Avg Daily Profit (%) | 0.4143 | 0.2989 | 0.1153 | 0.105 | 0.0902 | 0.0446 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75106 | -122054 | -79624 | -680791 | -746146 | -330812 |
Profit Factor | 1.5649 | 1.797 | 1.3219 | 1.0864 | 1.1244 | 1.0451 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 89 | 36 | 53 | 89 | 36 | 53 |
Losing Trades | 133 | 75 | 58 | 133 | 75 | 58 |
Profitability (%) | 40.0901 | 32.4324 | 47.7477 | 40.0901 | 32.4324 | 47.7477 |
Ratio Avg Win / Avg Loss | 2.3385 | 3.7437 | 1.4466 | 1.6234 | 2.3425 | 1.1437 |
Largest Winning Trade | 320273 | 320273 | 39935 | 464265 | 464265 | 187812 |
Largest Losing Trade | -51450 | -33759 | -51450 | -187288 | -187288 | -167920 |
Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Winners | 18 | 16 | 19 | 18 | 16 | 19 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 2917 | 1334 | 1583 | 2917 | 1334 | 1583 |
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 | 369670 | 182240 | -39682 | -179580 | -162015 | -305174 |
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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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