Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 585258.9726 | 467775.9373 | 117483.0353 | 558894.6268 | 387745.43 | 171149.1968 |
Total P&L (%) | 585.259 | 467.7759 | 117.483 | 558.8946 | 387.7454 | 171.1492 |
Avg Daily Profit (%) | 0.281 | 0.2246 | 0.0564 | 0.0906 | 0.0761 | 0.0479 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139635 | -114365 | -122884 | -428222 | -345279 | -234413 |
Profit Factor | 1.57 | 1.8752 | 1.2386 | 1.1992 | 1.2433 | 1.1413 |
Total Trades | 334 | 167 | 167 | 334 | 167 | 167 |
Winning Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Losing Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Profitability (%) | 46.1078 | 46.1078 | 46.1078 | 46.1078 | 46.1078 | 46.1078 |
Ratio Avg Win / Avg Loss | 1.835 | 2.1918 | 1.4478 | 1.4017 | 1.4532 | 1.3339 |
Largest Winning Trade | 259408 | 259408 | 43434 | 419964 | 419964 | 165518 |
Largest Losing Trade | -34464 | -31476 | -34464 | -191130 | -191130 | -154059 |
Avg Bars in Trades | 73 | 69 | 76 | 73 | 69 | 76 |
Avg Bars in Winners | 98 | 92 | 105 | 98 | 92 | 105 |
Avg Bars in Losers | 50 | 50 | 51 | 50 | 50 | 51 |
Bars Traded | 24392 | 11613 | 12779 | 24392 | 11613 | 12779 |
Profit Streak | 0 | 0 | 49.1628 | 0 | 0 | 49.1628 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425073 | 367062 | -117668 | -72796 | -92784 | -193864 |
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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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