Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 756460.8774 | 649163.8906 | 107296.9867 | 381932.3755 | 302455.4149 | 79476.9606 |
Total P&L (%) | 756.4609 | 649.1639 | 107.297 | 381.9324 | 302.4554 | 79.477 |
Avg Daily Profit (%) | 0.3133 | 0.2688 | 0.0444 | 0.0652 | 0.0577 | 0.0242 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170625 | -129040 | -138271 | -1337501 | -983278 | -657830 |
Profit Factor | 1.7713 | 2.1066 | 1.2723 | 1.0819 | 1.1095 | 1.0419 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 72 | 30 | 42 | 72 | 30 | 42 |
Losing Trades | 110 | 61 | 49 | 110 | 61 | 49 |
Profitability (%) | 39.5604 | 32.967 | 46.1538 | 39.5604 | 32.967 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.7062 | 4.2834 | 1.4843 | 1.653 | 2.256 | 1.2155 |
Largest Winning Trade | 308644 | 308644 | 48322 | 722087 | 722087 | 474039 |
Largest Losing Trade | -47479 | -38348 | -47479 | -519632 | -519632 | -480592 |
Avg Bars in Trades | 77 | 90 | 64 | 77 | 90 | 64 |
Avg Bars in Winners | 125 | 169 | 93 | 125 | 169 | 93 |
Avg Bars in Losers | 46 | 52 | 39 | 46 | 52 | 39 |
Bars Traded | 14107 | 8252 | 5855 | 14107 | 8252 | 5855 |
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 | 333294 | 205094 | -135451 | -238333 | -221811 | -336803 |
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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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