Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446628.5876 | 323405.9013 | 123222.6862 | 330174.8301 | 165132.5553 | 165042.2749 |
Total P&L (%) | 446.6286 | 323.4059 | 123.2227 | 330.1748 | 165.1326 | 165.0423 |
Avg Daily Profit (%) | 0.2066 | 0.1496 | 0.057 | 0.0675 | 0.0451 | 0.0451 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107747 | -57488 | -173181 | -115209 | -77955 | -137315 |
Profit Factor | 1.5196 | 1.8659 | 1.2535 | 1.3667 | 1.3691 | 1.3643 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Losing Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Profitability (%) | 50.9934 | 52.6316 | 49.3333 | 50.9934 | 52.6316 | 49.3333 |
Ratio Avg Win / Avg Loss | 1.4604 | 1.6793 | 1.2874 | 1.3134 | 1.2322 | 1.4012 |
Largest Winning Trade | 64222 | 64222 | 42827 | 85461 | 85461 | 61858 |
Largest Losing Trade | -58110 | -54841 | -58110 | -73948 | -73948 | -45528 |
Avg Bars in Trades | 83 | 94 | 72 | 83 | 94 | 72 |
Avg Bars in Winners | 92 | 96 | 89 | 92 | 96 | 89 |
Avg Bars in Losers | 73 | 92 | 56 | 73 | 92 | 56 |
Bars Traded | 12614 | 7169 | 5445 | 12614 | 7169 | 5445 |
Profit Streak | 0 | 0 | 92.9726 | 0 | 0 | 92.9726 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360850 | -38887 | -173654 | -101364 | -181255 | -188847 |
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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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