Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460857.5585 | 324332.0673 | 136525.4912 | 540277.0024 | 456426.6782 | 83850.3242 |
Total P&L (%) | 460.8576 | 324.3321 | 136.5255 | 540.277 | 456.4267 | 83.8503 |
Avg Daily Profit (%) | 0.4529 | 0.3188 | 0.1342 | 0.1826 | 0.1688 | 0.0599 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71860 | -108793 | -84184 | -310645 | -179367 | -204436 |
Profit Factor | 1.4612 | 1.6363 | 1.2789 | 1.3433 | 1.5867 | 1.1054 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 99 | 47 | 52 | 99 | 47 | 52 |
Losing Trades | 147 | 76 | 71 | 147 | 76 | 71 |
Profitability (%) | 40.2439 | 38.2114 | 42.2764 | 40.2439 | 38.2114 | 42.2764 |
Ratio Avg Win / Avg Loss | 2.1697 | 2.6459 | 1.7462 | 1.9946 | 2.5657 | 1.5093 |
Largest Winning Trade | 194198 | 194198 | 35218 | 276388 | 276388 | 93329 |
Largest Losing Trade | -34281 | -24175 | -34281 | -204436 | -95140 | -204436 |
Avg Bars in Trades | 15 | 16 | 15 | 15 | 16 | 15 |
Avg Bars in Winners | 23 | 23 | 24 | 23 | 23 | 24 |
Avg Bars in Losers | 10 | 12 | 8 | 10 | 12 | 8 |
Bars Traded | 3924 | 2045 | 1879 | 3924 | 2045 | 1879 |
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 | 350419 | 259202 | -15790 | 256323 | 207617 | -219425 |
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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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