Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372913.5542 | 189725.7752 | 183187.779 | 664818.4957 | 36539.3728 | 628279.1228 |
Total P&L (%) | 372.9136 | 189.7258 | 183.1878 | 664.8185 | 36.5394 | 628.2791 |
Avg Daily Profit (%) | 0.3356 | 0.1707 | 0.1648 | 0.1832 | 0.028 | 0.1788 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86489 | -76347 | -52816 | -1294157 | -959944 | -852079 |
Profit Factor | 1.4943 | 1.488 | 1.5009 | 1.1165 | 1.0126 | 1.2244 |
Total Trades | 295 | 148 | 147 | 295 | 148 | 147 |
Winning Trades | 135 | 60 | 75 | 135 | 60 | 75 |
Losing Trades | 160 | 88 | 72 | 160 | 88 | 72 |
Profitability (%) | 45.7627 | 40.5405 | 51.0204 | 45.7627 | 40.5405 | 51.0204 |
Ratio Avg Win / Avg Loss | 1.771 | 2.1825 | 1.4409 | 1.3232 | 1.4851 | 1.1754 |
Largest Winning Trade | 175495 | 175495 | 21812 | 412000 | 412000 | 235587 |
Largest Losing Trade | -22851 | -22851 | -22638 | -213570 | -198309 | -213570 |
Avg Bars in Trades | 44 | 44 | 45 | 44 | 44 | 45 |
Avg Bars in Winners | 49 | 42 | 54 | 49 | 42 | 54 |
Avg Bars in Losers | 40 | 45 | 35 | 40 | 45 | 35 |
Bars Traded | 13177 | 6541 | 6636 | 13177 | 6541 | 6636 |
Profit Streak | 0 | 0 | 9.258 | 0 | 0 | 9.258 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398048 | 211460 | 333584 | -84608 | -368512 | 292064 |
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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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