Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 416205.5565 | 332721.0596 | 83484.4969 | 454595.6306 | 456976.5904 | -2380.9598 |
Total P&L (%) | 416.2056 | 332.7211 | 83.4845 | 454.5956 | 456.9766 | -2.381 |
Avg Daily Profit (%) | 0.1893 | 0.1514 | 0.038 | 0.078 | 0.0782 | -0.0011 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144769 | -124933 | -73739 | -771941 | -563019 | -418873 |
Profit Factor | 1.7124 | 2.1157 | 1.2919 | 1.1645 | 1.3192 | 0.9982 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 46.3158 | 45.8333 | 46.8085 | 46.3158 | 45.8333 | 46.8085 |
Ratio Avg Win / Avg Loss | 1.9848 | 2.5004 | 1.468 | 1.3498 | 1.5591 | 1.1343 |
Largest Winning Trade | 130089 | 130089 | 48314 | 419768 | 419768 | 196403 |
Largest Losing Trade | -42732 | -29991 | -42732 | -237584 | -237584 | -206390 |
Avg Bars in Trades | 88 | 69 | 108 | 88 | 69 | 108 |
Avg Bars in Winners | 142 | 111 | 172 | 142 | 111 | 172 |
Avg Bars in Losers | 41 | 32 | 50 | 41 | 32 | 50 |
Bars Traded | 8389 | 3312 | 5077 | 8389 | 3312 | 5077 |
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 | 345439 | 349099 | -143294 | -129564 | -88820 | -580271 |
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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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