Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 636744.8952 | 564380.5633 | 72364.3319 | 738958.7771 | 933401.9864 | -194443.2093 |
Total P&L (%) | 636.7449 | 564.3806 | 72.3643 | 738.9588 | 933.402 | -194.4432 |
Avg Daily Profit (%) | 0.2538 | 0.2249 | 0.0288 | 0.0848 | 0.0931 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109724 | -65823 | -157990 | -2165096 | -1199706 | -1473565 |
Profit Factor | 1.5562 | 1.961 | 1.1298 | 1.0765 | 1.1768 | 0.9556 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 76 | 35 | 41 | 76 | 35 | 41 |
Losing Trades | 105 | 56 | 49 | 105 | 56 | 49 |
Profitability (%) | 41.989 | 38.4615 | 45.5556 | 41.989 | 38.4615 | 45.5556 |
Ratio Avg Win / Avg Loss | 2.15 | 3.1375 | 1.3502 | 1.4872 | 1.8829 | 1.1421 |
Largest Winning Trade | 168841 | 168841 | 62720 | 862690 | 862690 | 401359 |
Largest Losing Trade | -28088 | -24080 | -28088 | -416988 | -330974 | -416988 |
Avg Bars in Trades | 40 | 27 | 52 | 40 | 27 | 52 |
Avg Bars in Winners | 66 | 44 | 84 | 66 | 44 | 84 |
Avg Bars in Losers | 21 | 16 | 26 | 21 | 16 | 26 |
Bars Traded | 7280 | 2515 | 4765 | 7280 | 2515 | 4765 |
Profit Streak | 0 | 0 | 43.4929 | 0 | 0 | 43.4929 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327247 | 268383 | -233596 | -217896 | -97711 | -580600 |
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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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