Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 475867.1893 | 340218.0899 | 135649.0994 | 290622.9669 | 127901.4531 | 162721.5139 |
Total P&L (%) | 475.8672 | 340.2181 | 135.6491 | 290.623 | 127.9015 | 162.7215 |
Avg Daily Profit (%) | 0.2726 | 0.1949 | 0.0777 | 0.0781 | 0.0472 | 0.0554 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110640 | -142890 | -47053 | -443302 | -355443 | -311037 |
Profit Factor | 1.616 | 1.8286 | 1.3748 | 1.1152 | 1.0976 | 1.1342 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Losing Trades | 74 | 42 | 32 | 74 | 42 | 32 |
Profitability (%) | 45.1852 | 38.2353 | 52.2388 | 45.1852 | 38.2353 | 52.2388 |
Ratio Avg Win / Avg Loss | 1.9604 | 2.9539 | 1.2569 | 1.3529 | 1.773 | 1.037 |
Largest Winning Trade | 242440 | 242440 | 50287 | 283555 | 283555 | 160360 |
Largest Losing Trade | -37400 | -22827 | -37400 | -258213 | -124555 | -258213 |
Avg Bars in Trades | 151 | 118 | 185 | 151 | 118 | 185 |
Avg Bars in Winners | 210 | 154 | 252 | 210 | 154 | 252 |
Avg Bars in Losers | 103 | 96 | 111 | 103 | 96 | 111 |
Bars Traded | 20484 | 8082 | 12402 | 20484 | 8082 | 12402 |
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 | 352303 | -102986 | -205033 | -184013 | -355985 | -308256 |
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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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