Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 487862.5156 | 392832.2641 | 95030.2515 | 653823.1218 | 348627.5596 | 305195.5622 |
Total P&L (%) | 487.8625 | 392.8323 | 95.0303 | 653.8231 | 348.6276 | 305.1956 |
Avg Daily Profit (%) | 0.4528 | 0.3646 | 0.0882 | 0.1877 | 0.1394 | 0.13 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104350 | -77943 | -54493 | -828964 | -496891 | -558020 |
Profit Factor | 1.8742 | 2.2146 | 1.4051 | 1.1668 | 1.1595 | 1.1761 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 77 | 41 | 36 | 77 | 41 | 36 |
Profitability (%) | 50.3226 | 46.7532 | 53.8462 | 50.3226 | 46.7532 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.8502 | 2.5221 | 1.2043 | 1.1519 | 1.3205 | 1.0081 |
Largest Winning Trade | 354338 | 354338 | 18786 | 328802 | 328802 | 160659 |
Largest Losing Trade | -30079 | -30079 | -20046 | -220366 | -220366 | -185369 |
Avg Bars in Trades | 19 | 24 | 14 | 19 | 24 | 14 |
Avg Bars in Winners | 20 | 25 | 16 | 20 | 25 | 16 |
Avg Bars in Losers | 17 | 22 | 12 | 17 | 22 | 12 |
Bars Traded | 2984 | 1852 | 1132 | 2984 | 1852 | 1132 |
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 | 520973 | -29700 | -108150 | -27943 | -94928 | -80033 |
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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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