Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484020.0747 | 293918.8058 | 190101.2689 | 1408918.7777 | 1244215.6936 | 164703.0841 |
Total P&L (%) | 484.0201 | 293.9188 | 190.1013 | 1408.9188 | 1244.2157 | 164.7031 |
Avg Daily Profit (%) | 0.2853 | 0.1733 | 0.1121 | 0.1601 | 0.1533 | 0.0574 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61281 | -83299 | -60380 | -956957 | -264527 | -1028043 |
Profit Factor | 1.7142 | 1.9132 | 1.5342 | 1.4858 | 2.1442 | 1.0909 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 73 | 30 | 43 | 73 | 30 | 43 |
Losing Trades | 111 | 62 | 49 | 111 | 62 | 49 |
Profitability (%) | 39.6739 | 32.6087 | 46.7391 | 39.6739 | 32.6087 | 46.7391 |
Ratio Avg Win / Avg Loss | 2.6064 | 3.9539 | 1.7482 | 2.2592 | 4.4314 | 1.2431 |
Largest Winning Trade | 100938 | 100938 | 47896 | 457529 | 457529 | 387383 |
Largest Losing Trade | -41206 | -18222 | -41206 | -401472 | -135302 | -401472 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 30 | 33 | 28 | 30 | 33 | 28 |
Avg Bars in Losers | 10 | 10 | 9 | 10 | 10 | 9 |
Bars Traded | 3361 | 1675 | 1686 | 3361 | 1675 | 1686 |
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 | 317678 | 152321 | -42072 | 261104 | 177228 | -238159 |
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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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