Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378206.5902 | 322838.7647 | 55367.8255 | 184859.3425 | 67846.6636 | 117012.6788 |
Total P&L (%) | 378.2066 | 322.8388 | 55.3678 | 184.8593 | 67.8467 | 117.0127 |
Avg Daily Profit (%) | 0.1511 | 0.129 | 0.0221 | 0.0418 | 0.0207 | 0.031 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93862 | -78338 | -87275 | -573478 | -432842 | -428397 |
Profit Factor | 1.5084 | 1.8635 | 1.1496 | 1.0691 | 1.0477 | 1.0933 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Losing Trades | 94 | 49 | 45 | 94 | 49 | 45 |
Profitability (%) | 48.0663 | 46.1538 | 50 | 48.0663 | 46.1538 | 50 |
Ratio Avg Win / Avg Loss | 1.6297 | 2.174 | 1.1496 | 1.1551 | 1.2223 | 1.0933 |
Largest Winning Trade | 202592 | 202592 | 52097 | 397461 | 397461 | 222589 |
Largest Losing Trade | -30585 | -28338 | -30585 | -187744 | -151743 | -187744 |
Avg Bars in Trades | 54 | 53 | 54 | 54 | 53 | 54 |
Avg Bars in Winners | 77 | 79 | 76 | 77 | 79 | 76 |
Avg Bars in Losers | 31 | 30 | 33 | 31 | 30 | 33 |
Bars Traded | 9778 | 4836 | 4942 | 9778 | 4836 | 4942 |
Profit Streak | 0 | 0 | 16.9413 | 0 | 0 | 16.9413 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355225 | -19101 | -219983 | -281375 | -335229 | -269117 |
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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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