Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 496204.0878 | 439678.6562 | 56525.4316 | 236567.5441 | 426412.751 | -189845.2069 |
Total P&L (%) | 496.2041 | 439.6787 | 56.5254 | 236.5675 | 426.4128 | -189.8452 |
Avg Daily Profit (%) | 0.198 | 0.1755 | 0.0226 | 0.0484 | 0.0663 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117459 | -123459 | -113239 | -590744 | -507154 | -445873 |
Profit Factor | 1.3472 | 1.6723 | 1.0729 | 1.0587 | 1.2143 | 0.9068 |
Total Trades | 315 | 158 | 157 | 315 | 158 | 157 |
Winning Trades | 171 | 89 | 82 | 171 | 89 | 82 |
Losing Trades | 144 | 69 | 75 | 144 | 69 | 75 |
Profitability (%) | 54.2857 | 56.3291 | 52.2293 | 54.2857 | 56.3291 | 52.2293 |
Ratio Avg Win / Avg Loss | 1.1345 | 1.2965 | 0.9813 | 0.8916 | 0.9414 | 0.8294 |
Largest Winning Trade | 111518 | 111518 | 57380 | 192446 | 192446 | 119307 |
Largest Losing Trade | -52103 | -27604 | -52103 | -190188 | -190188 | -189929 |
Avg Bars in Trades | 47 | 38 | 55 | 47 | 38 | 55 |
Avg Bars in Winners | 47 | 38 | 56 | 47 | 38 | 56 |
Avg Bars in Losers | 46 | 38 | 53 | 46 | 38 | 53 |
Bars Traded | 14806 | 6115 | 8691 | 14806 | 6115 | 8691 |
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 | 366456 | 380187 | -305045 | -283598 | -105415 | -580221 |
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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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