Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 575658.917 | 421310.7796 | 154348.1375 | 1410639.0172 | 442902.3259 | 967736.6914 |
Total P&L (%) | 575.6589 | 421.3108 | 154.3481 | 1410.639 | 442.9023 | 967.7367 |
Avg Daily Profit (%) | 0.3558 | 0.2604 | 0.0954 | 0.1679 | 0.1046 | 0.1465 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124796 | -154525 | -135562 | -769464 | -898109 | -283664 |
Profit Factor | 1.8769 | 2.3282 | 1.4549 | 1.3968 | 1.205 | 1.6938 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Profitability (%) | 40.5172 | 32.7586 | 48.2759 | 40.5172 | 32.7586 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.7554 | 4.7789 | 1.5589 | 2.0506 | 2.4734 | 1.8147 |
Largest Winning Trade | 169890 | 169890 | 54591 | 772074 | 772074 | 503675 |
Largest Losing Trade | -39909 | -17988 | -39909 | -331355 | -331355 | -156912 |
Avg Bars in Trades | 161 | 150 | 173 | 161 | 150 | 173 |
Avg Bars in Winners | 280 | 285 | 276 | 280 | 285 | 276 |
Avg Bars in Losers | 81 | 85 | 76 | 81 | 85 | 76 |
Bars Traded | 18791 | 8748 | 10043 | 18791 | 8748 | 10043 |
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 | 343877 | -174467 | -244198 | 222134 | -239745 | -174615 |
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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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