Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365731.0055 | 319616.3725 | 46114.6331 | 186591.3329 | 570005.5199 | -383414.187 |
Total P&L (%) | 365.731 | 319.6164 | 46.1146 | 186.5913 | 570.0055 | -383.4142 |
Avg Daily Profit (%) | 0.1943 | 0.1698 | 0.0245 | 0.056 | 0.1011 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136880 | -92082 | -98714 | -1321439 | -669385 | -1127932 |
Profit Factor | 1.2865 | 1.4965 | 1.0729 | 1.0249 | 1.1528 | 0.8985 |
Total Trades | 368 | 184 | 184 | 368 | 184 | 184 |
Winning Trades | 168 | 83 | 85 | 168 | 83 | 85 |
Losing Trades | 200 | 101 | 99 | 200 | 101 | 99 |
Profitability (%) | 45.6522 | 45.1087 | 46.1957 | 45.6522 | 45.1087 | 46.1957 |
Ratio Avg Win / Avg Loss | 1.5316 | 1.8211 | 1.2496 | 1.2201 | 1.4028 | 1.0465 |
Largest Winning Trade | 90106 | 90106 | 46317 | 366290 | 366290 | 302435 |
Largest Losing Trade | -27583 | -27583 | -27073 | -259323 | -246664 | -259323 |
Avg Bars in Trades | 60 | 60 | 60 | 60 | 60 | 60 |
Avg Bars in Winners | 84 | 84 | 84 | 84 | 84 | 84 |
Avg Bars in Losers | 40 | 41 | 39 | 40 | 41 | 39 |
Bars Traded | 22253 | 11181 | 11072 | 22253 | 11181 | 11072 |
Profit Streak | 0 | 0 | 14.5484 | 0 | 0 | 14.5484 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321054 | 297543 | -302666 | -311148 | -111486 | -579592 |
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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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