Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392630.4878 | 365923.5222 | 26706.9655 | 53620.328 | 27551.9224 | 26068.4056 |
Total P&L (%) | 392.6305 | 365.9235 | 26.707 | 53.6203 | 27.5519 | 26.0684 |
Avg Daily Profit (%) | 0.2427 | 0.2262 | 0.0165 | 0.0265 | 0.015 | 0.0143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -227011 | -206466 | -43232 | -2377153 | -2302101 | -205761 |
Profit Factor | 1.5963 | 1.6794 | 1.223 | 1.0105 | 1.0062 | 1.0423 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 107 | 57 | 50 | 107 | 57 | 50 |
Losing Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Profitability (%) | 71.8121 | 77.027 | 66.6667 | 71.8121 | 77.027 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.6266 | 0.5009 | 0.6115 | 0.3967 | 0.3001 | 0.5211 |
Largest Winning Trade | 78642 | 78642 | 14318 | 588158 | 588158 | 123032 |
Largest Losing Trade | -71362 | -71362 | -26034 | -1462283 | -1462283 | -190213 |
Avg Bars in Trades | 119 | 236 | 3 | 119 | 236 | 3 |
Avg Bars in Winners | 43 | 78 | 2 | 43 | 78 | 2 |
Avg Bars in Losers | 313 | 765 | 5 | 313 | 765 | 5 |
Bars Traded | 17778 | 17500 | 278 | 17778 | 17500 | 278 |
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 | 411678 | -52428 | -230497 | -365890 | -452168 | -407108 |
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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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