Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364910.6304 | 276778.6862 | 88131.9442 | 75826.5593 | 28493.0082 | 47333.5511 |
Total P&L (%) | 364.9106 | 276.7787 | 88.1319 | 75.8266 | 28.493 | 47.3336 |
Avg Daily Profit (%) | 0.2085 | 0.1582 | 0.0504 | 0.0323 | 0.0143 | 0.0221 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145466 | -100728 | -127112 | -245915 | -199406 | -160812 |
Profit Factor | 1.2843 | 1.4079 | 1.1457 | 1.041 | 1.0281 | 1.0567 |
Total Trades | 367 | 184 | 183 | 367 | 184 | 183 |
Winning Trades | 174 | 81 | 93 | 174 | 81 | 93 |
Losing Trades | 193 | 103 | 90 | 193 | 103 | 90 |
Profitability (%) | 47.4114 | 44.0217 | 50.8197 | 47.4114 | 44.0217 | 50.8197 |
Ratio Avg Win / Avg Loss | 1.4246 | 1.7903 | 1.1087 | 1.1547 | 1.3073 | 1.0227 |
Largest Winning Trade | 153005 | 153005 | 47082 | 153427 | 153427 | 75453 |
Largest Losing Trade | -40070 | -23826 | -40070 | -101659 | -46197 | -101659 |
Avg Bars in Trades | 28 | 28 | 27 | 28 | 28 | 27 |
Avg Bars in Winners | 35 | 32 | 38 | 35 | 32 | 38 |
Avg Bars in Losers | 21 | 25 | 16 | 21 | 25 | 16 |
Bars Traded | 10305 | 5255 | 5050 | 10305 | 5255 | 5050 |
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 | 319383 | 269231 | -185122 | -324052 | -368257 | -322175 |
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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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