Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 698847.6856 | 604124.8445 | 94722.8411 | 480426.9498 | -31539.8921 | 511966.8419 |
Total P&L (%) | 698.8477 | 604.1248 | 94.7228 | 480.427 | -31.5399 | 511.9668 |
Avg Daily Profit (%) | 0.3605 | 0.3117 | 0.0489 | 0.0908 | -0.0195 | 0.0935 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119798 | -80573 | -105259 | -505699 | -546271 | -335434 |
Profit Factor | 1.739 | 2.2197 | 1.2103 | 1.1502 | 0.9823 | 1.3618 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 77 | 30 | 47 | 77 | 30 | 47 |
Losing Trades | 115 | 66 | 49 | 115 | 66 | 49 |
Profitability (%) | 40.1042 | 31.25 | 48.9583 | 40.1042 | 31.25 | 48.9583 |
Ratio Avg Win / Avg Loss | 2.5972 | 4.8833 | 1.2618 | 1.7178 | 2.1611 | 1.4198 |
Largest Winning Trade | 325831 | 325831 | 50381 | 497904 | 497904 | 221448 |
Largest Losing Trade | -50046 | -24737 | -50046 | -170389 | -170389 | -154653 |
Avg Bars in Trades | 117 | 110 | 123 | 117 | 110 | 123 |
Avg Bars in Winners | 181 | 180 | 182 | 181 | 180 | 182 |
Avg Bars in Losers | 73 | 78 | 66 | 73 | 78 | 66 |
Bars Traded | 22478 | 10618 | 11860 | 22478 | 10618 | 11860 |
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 | 355076 | 202556 | -128818 | -128823 | -585589 | -67969 |
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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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