Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 421859.0901 | 275015.3901 | 146843.7 | 407429.5276 | 435808.6541 | -28379.1265 |
Total P&L (%) | 421.8591 | 275.0154 | 146.8437 | 407.4295 | 435.8087 | -28.3791 |
Avg Daily Profit (%) | 0.2237 | 0.1458 | 0.0779 | 0.0862 | 0.0891 | -0.0177 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106672 | -95654 | -70436 | -594973 | -532618 | -450157 |
Profit Factor | 1.3031 | 1.3874 | 1.2153 | 1.0558 | 1.1211 | 0.9923 |
Total Trades | 437 | 219 | 218 | 437 | 219 | 218 |
Winning Trades | 187 | 87 | 100 | 187 | 87 | 100 |
Losing Trades | 250 | 132 | 118 | 250 | 132 | 118 |
Profitability (%) | 42.7918 | 39.726 | 45.8716 | 42.7918 | 39.726 | 45.8716 |
Ratio Avg Win / Avg Loss | 1.7421 | 2.105 | 1.4341 | 1.4115 | 1.7009 | 1.1709 |
Largest Winning Trade | 76276 | 76276 | 40926 | 228009 | 228009 | 206630 |
Largest Losing Trade | -44934 | -44934 | -29536 | -191568 | -191568 | -184787 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 10 | 11 | 9 | 10 | 11 | 9 |
Bars Traded | 5564 | 2836 | 2728 | 5564 | 2836 | 2728 |
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 | 316658 | 9204 | -90151 | -237268 | -163444 | -579853 |
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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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