Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 650114.5126 | 598051.217 | 52063.2955 | 154732.3924 | 733665.1819 | -578932.7896 |
Total P&L (%) | 650.1145 | 598.0512 | 52.0633 | 154.7324 | 733.6652 | -578.9328 |
Avg Daily Profit (%) | 0.2698 | 0.2482 | 0.0216 | 0.0388 | 0.088 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162467 | -114358 | -161917 | -839892 | -381256 | -898069 |
Profit Factor | 1.545 | 1.9854 | 1.0889 | 1.0481 | 1.5597 | 0.696 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Losing Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Profitability (%) | 54.1284 | 54.1284 | 54.1284 | 54.1284 | 54.1284 | 54.1284 |
Ratio Avg Win / Avg Loss | 1.3094 | 1.6825 | 0.9228 | 0.8882 | 1.3218 | 0.5898 |
Largest Winning Trade | 287169 | 287169 | 58944 | 381821 | 381821 | 118929 |
Largest Losing Trade | -50433 | -37581 | -50433 | -258311 | -97272 | -258311 |
Avg Bars in Trades | 21 | 24 | 18 | 21 | 24 | 18 |
Avg Bars in Winners | 22 | 25 | 20 | 22 | 25 | 20 |
Avg Bars in Losers | 19 | 22 | 15 | 19 | 22 | 15 |
Bars Traded | 4637 | 2659 | 1978 | 4637 | 2659 | 1978 |
Profit Streak | 0 | 54.941 | 0 | 0 | 54.941 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438093 | 514765 | -289087 | -308365 | -71263 | -580229 |
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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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