Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 805944.7361 | 689020.2509 | 116924.4852 | 391542.955 | 267669.9418 | 123873.0131 |
Total P&L (%) | 805.9447 | 689.0203 | 116.9245 | 391.543 | 267.6699 | 123.873 |
Avg Daily Profit (%) | 0.4308 | 0.3683 | 0.0625 | 0.0851 | 0.0696 | 0.0431 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189477 | -76545 | -159960 | -172552 | -80982 | -120498 |
Profit Factor | 1.8841 | 2.3567 | 1.2896 | 1.5293 | 1.6187 | 1.4034 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 70 | 28 | 42 | 70 | 28 | 42 |
Losing Trades | 83 | 49 | 34 | 83 | 49 | 34 |
Profitability (%) | 45.7516 | 36.3636 | 55.2632 | 45.7516 | 36.3636 | 55.2632 |
Ratio Avg Win / Avg Loss | 2.234 | 4.1243 | 1.044 | 1.8133 | 2.8327 | 1.1361 |
Largest Winning Trade | 334730 | 334730 | 45651 | 200185 | 200185 | 78236 |
Largest Losing Trade | -54722 | -54722 | -54296 | -62899 | -62899 | -57440 |
Avg Bars in Trades | 71 | 83 | 59 | 71 | 83 | 59 |
Avg Bars in Winners | 84 | 104 | 70 | 84 | 104 | 70 |
Avg Bars in Losers | 61 | 71 | 47 | 61 | 71 | 47 |
Bars Traded | 10984 | 6428 | 4555 | 10984 | 6428 | 4555 |
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 | 458504 | -33296 | -157960 | -77533 | -144184 | -183144 |
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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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