Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163536.3795 | 81016.9234 | 82519.4561 | 278108.3443 | 173870.3119 | 104238.0323 |
Total P&L (%) | 163.5364 | 81.0169 | 82.5195 | 278.1083 | 173.8703 | 104.238 |
Avg Daily Profit (%) | 0.628 | 0.3111 | 0.3169 | 0.512 | 0.3876 | 0.2746 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38629 | -39584 | -28193 | -78025 | -60328 | -48897 |
Profit Factor | 1.523 | 1.4861 | 1.5652 | 1.4851 | 1.585 | 1.3775 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 93 | 43 | 50 | 93 | 43 | 50 |
Losing Trades | 158 | 82 | 76 | 158 | 82 | 76 |
Profitability (%) | 37.0518 | 34.4 | 39.6825 | 37.0518 | 34.4 | 39.6825 |
Ratio Avg Win / Avg Loss | 2.5875 | 2.834 | 2.379 | 2.5231 | 3.0225 | 2.0939 |
Largest Winning Trade | 33452 | 33452 | 19284 | 62115 | 62115 | 27852 |
Largest Losing Trade | -8408 | -8408 | -6124 | -19615 | -18130 | -19615 |
Avg Bars in Trades | 97 | 98 | 96 | 97 | 98 | 96 |
Avg Bars in Winners | 175 | 189 | 164 | 175 | 189 | 164 |
Avg Bars in Losers | 51 | 50 | 52 | 51 | 50 | 52 |
Bars Traded | 24524 | 12308 | 12216 | 24524 | 12308 | 12216 |
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 | 313893 | 115870 | 209081 | 269868 | 161161 | 154796 |
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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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