Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 776000.0471 | 759243.6333 | 16756.4138 | 58572.7333 | 28511.8887 | 30060.8446 |
Total P&L (%) | 776 | 759.2436 | 16.7564 | 58.5727 | 28.5119 | 30.0608 |
Avg Daily Profit (%) | 0.4154 | 0.4064 | 0.009 | 0.0247 | 0.0134 | 0.0141 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110903 | -111707 | -58305 | -624269 | -600112 | -200588 |
Profit Factor | 2.163 | 3.029 | 1.0572 | 1.0217 | 1.0177 | 1.0276 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Losing Trades | 93 | 44 | 49 | 93 | 44 | 49 |
Profitability (%) | 42.9448 | 45.679 | 40.2439 | 42.9448 | 45.679 | 40.2439 |
Ratio Avg Win / Avg Loss | 2.8737 | 3.6021 | 1.5698 | 1.3574 | 1.2103 | 1.5258 |
Largest Winning Trade | 798645 | 798645 | 50252 | 634465 | 634465 | 195282 |
Largest Losing Trade | -51092 | -51092 | -25739 | -251455 | -251455 | -86795 |
Avg Bars in Trades | 66 | 68 | 64 | 66 | 68 | 64 |
Avg Bars in Winners | 85 | 81 | 90 | 85 | 81 | 90 |
Avg Bars in Losers | 52 | 58 | 47 | 52 | 58 | 47 |
Bars Traded | 10892 | 5587 | 5304 | 10892 | 5587 | 5304 |
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 | 435744 | 70192 | -354665 | -359193 | -392803 | -374485 |
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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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