Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393005.8019 | 377230.3414 | 15775.4604 | -14024.0103 | 275185.6836 | -289209.6939 |
Total P&L (%) | 393.0058 | 377.2303 | 15.7755 | -14.024 | 275.1857 | -289.2097 |
Avg Daily Profit (%) | 0.1573 | 0.1509 | 0.0063 | -0.006 | 0.0529 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202134 | -167029 | -110764 | -599212 | -235732 | -404895 |
Profit Factor | 1.2889 | 1.5958 | 1.0217 | 0.9931 | 1.3377 | 0.7609 |
Total Trades | 334 | 167 | 167 | 334 | 167 | 167 |
Winning Trades | 168 | 82 | 86 | 168 | 82 | 86 |
Losing Trades | 166 | 85 | 81 | 166 | 85 | 81 |
Profitability (%) | 50.2994 | 49.1018 | 51.497 | 50.2994 | 49.1018 | 51.497 |
Ratio Avg Win / Avg Loss | 1.2736 | 1.6542 | 0.9623 | 0.9813 | 1.3867 | 0.7167 |
Largest Winning Trade | 249341 | 249341 | 43068 | 117663 | 117663 | 96575 |
Largest Losing Trade | -64066 | -24004 | -64066 | -373819 | -44371 | -373819 |
Avg Bars in Trades | 44 | 41 | 47 | 44 | 41 | 47 |
Avg Bars in Winners | 54 | 49 | 59 | 54 | 49 | 59 |
Avg Bars in Losers | 34 | 34 | 33 | 34 | 34 | 33 |
Bars Traded | 14867 | 7008 | 7859 | 14867 | 7008 | 7859 |
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 | 326054 | 366279 | -391911 | -578992 | -121959 | -580264 |
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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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