Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522115.4737 | 310655.8178 | 211459.6559 | 1231999.8678 | 597236.2011 | 634763.6668 |
Total P&L (%) | 522.1155 | 310.6558 | 211.4597 | 1231.9999 | 597.2362 | 634.7637 |
Avg Daily Profit (%) | 0.2983 | 0.1775 | 0.1208 | 0.1481 | 0.111 | 0.114 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189777 | -125528 | -74466 | -654057 | -407508 | -260141 |
Profit Factor | 1.6033 | 1.6936 | 1.5064 | 1.4433 | 1.404 | 1.488 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 100 | 48 | 52 | 100 | 48 | 52 |
Losing Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Profitability (%) | 54.6448 | 52.1739 | 57.1429 | 54.6448 | 52.1739 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.3307 | 1.5525 | 1.1298 | 1.198 | 1.287 | 1.116 |
Largest Winning Trade | 86929 | 86929 | 47940 | 384839 | 384839 | 330223 |
Largest Losing Trade | -46000 | -31937 | -46000 | -260141 | -249187 | -260141 |
Avg Bars in Trades | 111 | 84 | 139 | 111 | 84 | 139 |
Avg Bars in Winners | 115 | 83 | 145 | 115 | 83 | 145 |
Avg Bars in Losers | 107 | 86 | 131 | 107 | 86 | 131 |
Bars Traded | 20487 | 7807 | 12679 | 20487 | 7807 | 12679 |
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 | 445039 | 382000 | -29740 | 271627 | -43663 | -38510 |
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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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