Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392670.5508 | 375073.797 | 17596.7537 | 16581.0123 | 717347.2803 | -700766.268 |
Total P&L (%) | 392.6706 | 375.0738 | 17.5968 | 16.581 | 717.3473 | -700.7663 |
Avg Daily Profit (%) | 0.1571 | 0.15 | 0.007 | 0.0061 | 0.0841 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190323 | -170485 | -195730 | -1010144 | -390050 | -1020368 |
Profit Factor | 1.3275 | 1.7145 | 1.0261 | 1.005 | 1.5787 | 0.6663 |
Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
Winning Trades | 124 | 60 | 64 | 124 | 60 | 64 |
Losing Trades | 146 | 75 | 71 | 146 | 75 | 71 |
Profitability (%) | 45.9259 | 44.4444 | 47.4074 | 45.9259 | 44.4444 | 47.4074 |
Ratio Avg Win / Avg Loss | 1.5631 | 2.1432 | 1.1383 | 1.1833 | 1.9734 | 0.7391 |
Largest Winning Trade | 213306 | 213306 | 64172 | 318052 | 318052 | 227346 |
Largest Losing Trade | -55083 | -18286 | -55083 | -240635 | -118657 | -240635 |
Avg Bars in Trades | 55 | 48 | 61 | 55 | 48 | 61 |
Avg Bars in Winners | 78 | 67 | 87 | 78 | 67 | 87 |
Avg Bars in Losers | 35 | 33 | 38 | 35 | 33 | 38 |
Bars Traded | 14878 | 6567 | 8311 | 14878 | 6567 | 8311 |
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 | 304036 | 291118 | -384923 | -409029 | -79745 | -581982 |
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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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