Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 856380.1352 | 790015.9965 | 66364.1387 | 331449.1807 | 24976.1413 | 306473.0394 |
Total P&L (%) | 856.3801 | 790.016 | 66.3641 | 331.4492 | 24.9761 | 306.473 |
Avg Daily Profit (%) | 0.4435 | 0.4091 | 0.0344 | 0.0757 | 0.0115 | 0.0726 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149534 | -110446 | -68257 | -2051241 | -1707560 | -1006379 |
Profit Factor | 1.801 | 2.5096 | 1.1216 | 1.0353 | 1.0056 | 1.062 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 67 | 24 | 43 | 67 | 24 | 43 |
Losing Trades | 130 | 75 | 55 | 130 | 75 | 55 |
Profitability (%) | 34.0102 | 24.2424 | 43.8776 | 34.0102 | 24.2424 | 43.8776 |
Ratio Avg Win / Avg Loss | 3.4944 | 7.8426 | 1.4346 | 2.0088 | 3.1426 | 1.3584 |
Largest Winning Trade | 437851 | 437851 | 51814 | 1354477 | 1354477 | 730086 |
Largest Losing Trade | -47972 | -31705 | -47972 | -571550 | -233025 | -571550 |
Avg Bars in Trades | 19 | 17 | 20 | 19 | 17 | 20 |
Avg Bars in Winners | 38 | 43 | 35 | 38 | 43 | 35 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 3807 | 1770 | 2037 | 3807 | 1770 | 2037 |
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 | 310532 | -18557 | -236413 | -277298 | -427379 | -250659 |
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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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