Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362458.3394 | 230330.259 | 132128.0804 | 862940.0487 | 696196.782 | 166743.2667 |
Total P&L (%) | 362.4583 | 230.3303 | 132.1281 | 862.94 | 696.1968 | 166.7433 |
Avg Daily Profit (%) | 0.348 | 0.2211 | 0.1268 | 0.2177 | 0.1994 | 0.0942 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58924 | -82876 | -61309 | -538186 | -238834 | -393167 |
Profit Factor | 1.475 | 1.6125 | 1.3414 | 1.2938 | 1.4624 | 1.1165 |
Total Trades | 376 | 188 | 188 | 376 | 188 | 188 |
Winning Trades | 154 | 71 | 83 | 154 | 71 | 83 |
Losing Trades | 222 | 117 | 105 | 222 | 117 | 105 |
Profitability (%) | 40.9574 | 37.766 | 44.1489 | 40.9574 | 37.766 | 44.1489 |
Ratio Avg Win / Avg Loss | 2.1263 | 2.6573 | 1.697 | 1.8651 | 2.4098 | 1.4124 |
Largest Winning Trade | 62080 | 62080 | 29003 | 394808 | 394808 | 177719 |
Largest Losing Trade | -16581 | -13468 | -16581 | -112086 | -112086 | -96090 |
Avg Bars in Trades | 66 | 63 | 68 | 66 | 63 | 68 |
Avg Bars in Winners | 102 | 103 | 101 | 102 | 103 | 101 |
Avg Bars in Losers | 40 | 39 | 41 | 40 | 39 | 41 |
Bars Traded | 24834 | 12011 | 12823 | 24834 | 12011 | 12823 |
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 | 345576 | 234907 | -24080 | 280619 | 212068 | -161386 |
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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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