Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 606824.2508 | 496599.7311 | 110224.5197 | 481670.4727 | 106290.8745 | 375379.5982 |
Total P&L (%) | 606.8243 | 496.5997 | 110.2245 | 481.6705 | 106.2909 | 375.3796 |
Avg Daily Profit (%) | 0.3143 | 0.2572 | 0.0571 | 0.0912 | 0.0375 | 0.0808 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101596 | -80978 | -89981 | -491113 | -471098 | -253439 |
Profit Factor | 1.6164 | 2.0569 | 1.2142 | 1.1352 | 1.0586 | 1.2146 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 118 | 57 | 61 | 118 | 57 | 61 |
Losing Trades | 115 | 60 | 55 | 115 | 60 | 55 |
Profitability (%) | 50.6438 | 48.7179 | 52.5862 | 50.6438 | 48.7179 | 52.5862 |
Ratio Avg Win / Avg Loss | 1.5753 | 2.1651 | 1.0948 | 1.1063 | 1.1143 | 1.0951 |
Largest Winning Trade | 297331 | 297331 | 51446 | 304136 | 304136 | 247633 |
Largest Losing Trade | -71060 | -31605 | -71060 | -165468 | -132601 | -165468 |
Avg Bars in Trades | 32 | 24 | 39 | 32 | 24 | 39 |
Avg Bars in Winners | 43 | 30 | 55 | 43 | 30 | 55 |
Avg Bars in Losers | 21 | 19 | 22 | 21 | 19 | 22 |
Bars Traded | 7508 | 2898 | 4610 | 7508 | 2898 | 4610 |
Profit Streak | 0 | 0 | 26.352 | 0 | 0 | 26.352 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481594 | 416025 | -116487 | -141646 | -299308 | -84898 |
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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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