Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 540136.4118 | 336313.1895 | 203823.2223 | 853641.5967 | 498460.1035 | 355181.4932 |
Total P&L (%) | 540.1364 | 336.3132 | 203.8232 | 853.6416 | 498.4601 | 355.1815 |
Avg Daily Profit (%) | 0.3082 | 0.1919 | 0.1163 | 0.1288 | 0.1021 | 0.0865 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105767 | -127454 | -125708 | -850924 | -517290 | -419598 |
Profit Factor | 1.4291 | 1.5644 | 1.3074 | 1.2032 | 1.24 | 1.1672 |
Total Trades | 367 | 184 | 183 | 367 | 184 | 183 |
Winning Trades | 200 | 93 | 107 | 200 | 93 | 107 |
Losing Trades | 167 | 91 | 76 | 167 | 91 | 76 |
Profitability (%) | 54.4959 | 50.5435 | 58.4699 | 54.4959 | 50.5435 | 58.4699 |
Ratio Avg Win / Avg Loss | 1.1933 | 1.5307 | 0.9286 | 1.0047 | 1.2133 | 0.829 |
Largest Winning Trade | 85140 | 85140 | 47311 | 226919 | 194747 | 226919 |
Largest Losing Trade | -78501 | -20838 | -78501 | -186780 | -186780 | -152957 |
Avg Bars in Trades | 56 | 54 | 58 | 56 | 54 | 58 |
Avg Bars in Winners | 55 | 49 | 59 | 55 | 49 | 59 |
Avg Bars in Losers | 58 | 59 | 56 | 58 | 59 | 56 |
Bars Traded | 20758 | 10073 | 10685 | 20758 | 10073 | 10685 |
Profit Streak | 0 | 0 | 27.2977 | 0 | 0 | 27.2977 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444119 | 390275 | -36757 | -18711 | -56416 | -113202 |
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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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