Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439004.521 | 288275.9323 | 150728.5887 | 346193.4858 | 460145.2408 | -113951.7551 |
Total P&L (%) | 439.0045 | 288.2759 | 150.7286 | 346.1935 | 460.1452 | -113.9518 |
Avg Daily Profit (%) | 0.4278 | 0.2809 | 0.1469 | 0.1459 | 0.168 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162781 | -121255 | -96993 | -738303 | -432454 | -519314 |
Profit Factor | 1.509 | 1.6191 | 1.3798 | 1.1031 | 1.2778 | 0.9331 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 95 | 43 | 52 | 95 | 43 | 52 |
Losing Trades | 80 | 44 | 36 | 80 | 44 | 36 |
Profitability (%) | 54.2857 | 49.4253 | 59.0909 | 54.2857 | 49.4253 | 59.0909 |
Ratio Avg Win / Avg Loss | 1.2707 | 1.6567 | 0.9552 | 0.9289 | 1.3076 | 0.646 |
Largest Winning Trade | 187831 | 187831 | 34101 | 398623 | 398623 | 133920 |
Largest Losing Trade | -37389 | -31692 | -37389 | -305264 | -132222 | -305264 |
Avg Bars in Trades | 70 | 70 | 69 | 70 | 70 | 69 |
Avg Bars in Winners | 69 | 70 | 69 | 69 | 70 | 69 |
Avg Bars in Losers | 70 | 70 | 70 | 70 | 70 | 70 |
Bars Traded | 12251 | 6107 | 6144 | 12251 | 6107 | 6144 |
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 | 446439 | 389981 | 100963 | -105693 | 243051 | -579918 |
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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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