Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344992.5003 | 310696.6056 | 34295.8947 | 2276.2086 | 733252.001 | -730975.7923 |
Total P&L (%) | 344.9925 | 310.6966 | 34.2959 | 2.2762 | 733.252 | -730.9758 |
Avg Daily Profit (%) | 0.185 | 0.1666 | 0.0184 | 0.0012 | 0.1138 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176841 | -136410 | -110640 | -1257387 | -826423 | -1026422 |
Profit Factor | 1.3378 | 1.5765 | 1.0711 | 1.0006 | 1.4509 | 0.6173 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 94 | 42 | 52 | 94 | 42 | 52 |
Losing Trades | 98 | 54 | 44 | 98 | 54 | 44 |
Profitability (%) | 48.9583 | 43.75 | 54.1667 | 48.9583 | 43.75 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.3947 | 2.0269 | 0.9063 | 1.0432 | 1.8655 | 0.5223 |
Largest Winning Trade | 129047 | 129047 | 47786 | 553915 | 553915 | 117609 |
Largest Losing Trade | -45411 | -36225 | -45411 | -461648 | -312879 | -461648 |
Avg Bars in Trades | 57 | 55 | 58 | 57 | 55 | 58 |
Avg Bars in Winners | 61 | 61 | 60 | 61 | 61 | 60 |
Avg Bars in Losers | 53 | 50 | 57 | 53 | 50 | 57 |
Bars Traded | 10962 | 5306 | 5656 | 10962 | 5306 | 5656 |
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 | 302690 | 269700 | -314743 | -576193 | -41324 | -580535 |
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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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