Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 637058.3603 | 580756.5591 | 56301.8012 | 105412.5071 | 155272.3136 | -49859.8065 |
Total P&L (%) | 637.0584 | 580.7566 | 56.3018 | 105.4125 | 155.2723 | -49.8598 |
Avg Daily Profit (%) | 0.3996 | 0.3643 | 0.0353 | 0.0452 | 0.0588 | -0.0433 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190220 | -144946 | -73786 | -1092807 | -913578 | -579506 |
Profit Factor | 1.6183 | 1.9636 | 1.1316 | 1.02 | 1.0511 | 0.9776 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 105 | 49 | 56 | 105 | 49 | 56 |
Losing Trades | 101 | 54 | 47 | 101 | 54 | 47 |
Profitability (%) | 50.9709 | 47.5728 | 54.3689 | 50.9709 | 47.5728 | 54.3689 |
Ratio Avg Win / Avg Loss | 1.5566 | 2.164 | 0.9498 | 0.9811 | 1.1583 | 0.8205 |
Largest Winning Trade | 328759 | 328759 | 39027 | 755334 | 755334 | 253021 |
Largest Losing Trade | -44936 | -36508 | -44936 | -337825 | -227544 | -337825 |
Avg Bars in Trades | 29 | 33 | 25 | 29 | 33 | 25 |
Avg Bars in Winners | 35 | 38 | 32 | 35 | 38 | 32 |
Avg Bars in Losers | 23 | 29 | 17 | 23 | 29 | 17 |
Bars Traded | 6118 | 3491 | 2626 | 6118 | 3491 | 2626 |
Profit Streak | 0 | 0 | 17.3382 | 0 | 0 | 17.3382 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 514412 | 430136 | -222904 | -331295 | -280000 | -579644 |
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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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