Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374778.0131 | 294931.0803 | 79846.9328 | 402501.3971 | 218417.9188 | 184083.4783 |
Total P&L (%) | 374.778 | 294.9311 | 79.8469 | 402.5014 | 218.4179 | 184.0835 |
Avg Daily Profit (%) | 0.1493 | 0.1175 | 0.0318 | 0.0644 | 0.0462 | 0.0416 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89209 | -87568 | -55575 | -438585 | -522854 | -360674 |
Profit Factor | 1.6043 | 2.0203 | 1.2412 | 1.1406 | 1.1458 | 1.1349 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 56 | 33 | 23 | 56 | 33 | 23 |
Losing Trades | 62 | 26 | 36 | 62 | 26 | 36 |
Profitability (%) | 47.4576 | 55.9322 | 38.9831 | 47.4576 | 55.9322 | 38.9831 |
Ratio Avg Win / Avg Loss | 1.7762 | 1.5917 | 1.9427 | 1.2628 | 0.9027 | 1.7763 |
Largest Winning Trade | 95684 | 95684 | 58982 | 243832 | 236237 | 243832 |
Largest Losing Trade | -55575 | -23646 | -55575 | -191522 | -131000 | -191522 |
Avg Bars in Trades | 82 | 77 | 88 | 82 | 77 | 88 |
Avg Bars in Winners | 115 | 99 | 137 | 115 | 99 | 137 |
Avg Bars in Losers | 53 | 49 | 56 | 53 | 49 | 56 |
Bars Traded | 9744 | 4546 | 5198 | 9744 | 4546 | 5198 |
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 | 312487 | -208176 | -330789 | -173552 | -368984 | -389611 |
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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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