Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253032.5091 | 163219.0869 | 89813.4222 | 536393.9378 | 506404.9771 | 29988.9607 |
Total P&L (%) | 253.0325 | 163.2191 | 89.8134 | 536.3939 | 506.405 | 29.989 |
Avg Daily Profit (%) | 0.4858 | 0.3134 | 0.1724 | 0.356 | 0.3467 | 0.0504 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46380 | -30514 | -33765 | -396912 | -137326 | -287024 |
Profit Factor | 1.586 | 1.8232 | 1.3846 | 1.2944 | 1.6459 | 1.0289 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Losing Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Profitability (%) | 41.0377 | 40.566 | 41.5094 | 41.0377 | 40.566 | 41.5094 |
Ratio Avg Win / Avg Loss | 2.2787 | 2.6711 | 1.951 | 1.8598 | 2.4114 | 1.4498 |
Largest Winning Trade | 55672 | 55672 | 27060 | 211508 | 211508 | 148036 |
Largest Losing Trade | -14103 | -11646 | -14103 | -64760 | -60757 | -64760 |
Avg Bars in Trades | 116 | 113 | 119 | 116 | 113 | 119 |
Avg Bars in Winners | 184 | 183 | 185 | 184 | 183 | 185 |
Avg Bars in Losers | 68 | 65 | 72 | 68 | 65 | 72 |
Bars Traded | 24659 | 12007 | 12652 | 24659 | 12007 | 12652 |
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 | 362242 | 271426 | 178378 | 273141 | 284347 | -321636 |
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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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