Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 246166.072 | 169830.7699 | 76335.3021 | 235171.9265 | 320896.1219 | -85724.1954 |
Total P&L (%) | 246.1661 | 169.8308 | 76.3353 | 235.1719 | 320.8961 | -85.7242 |
Avg Daily Profit (%) | 0.2363 | 0.163 | 0.0733 | 0.1162 | 0.1381 | -0.1867 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92827 | -72245 | -66142 | -586998 | -204897 | -422808 |
Profit Factor | 1.3119 | 1.4712 | 1.1781 | 1.1322 | 1.4338 | 0.9175 |
Total Trades | 337 | 169 | 168 | 337 | 169 | 168 |
Winning Trades | 156 | 73 | 83 | 156 | 73 | 83 |
Losing Trades | 181 | 96 | 85 | 181 | 96 | 85 |
Profitability (%) | 46.2908 | 43.1953 | 49.4048 | 46.2908 | 43.1953 | 49.4048 |
Ratio Avg Win / Avg Loss | 1.5222 | 1.9347 | 1.2064 | 1.3137 | 1.8856 | 0.9396 |
Largest Winning Trade | 55538 | 55538 | 36038 | 165803 | 139541 | 165803 |
Largest Losing Trade | -24295 | -13827 | -24295 | -163268 | -94750 | -163268 |
Avg Bars in Trades | 73 | 63 | 84 | 73 | 63 | 84 |
Avg Bars in Winners | 93 | 72 | 112 | 93 | 72 | 112 |
Avg Bars in Losers | 56 | 55 | 56 | 56 | 55 | 56 |
Bars Traded | 24812 | 10683 | 14129 | 24812 | 10683 | 14129 |
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 | 342687 | 260267 | -119668 | -112654 | -9011 | -580684 |
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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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