Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374652.7284 | 319390.8852 | 55261.8433 | 276328.1069 | 284005.11 | -7677.0031 |
Total P&L (%) | 374.6527 | 319.3909 | 55.2618 | 276.3281 | 284.0051 | -7.677 |
Avg Daily Profit (%) | 0.3597 | 0.3066 | 0.0531 | 0.1273 | 0.1293 | -0.0077 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106959 | -75521 | -46687 | -764314 | -469490 | -337396 |
Profit Factor | 1.6828 | 2.1057 | 1.2127 | 1.1494 | 1.2867 | 0.9911 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 102 | 54 | 48 | 102 | 54 | 48 |
Profitability (%) | 41.3793 | 37.931 | 44.8276 | 41.3793 | 37.931 | 44.8276 |
Ratio Avg Win / Avg Loss | 2.384 | 3.4457 | 1.4925 | 1.6283 | 2.1055 | 1.2198 |
Largest Winning Trade | 296546 | 296546 | 37246 | 632900 | 632900 | 149341 |
Largest Losing Trade | -28142 | -19457 | -28142 | -175602 | -165353 | -175602 |
Avg Bars in Trades | 140 | 128 | 152 | 140 | 128 | 152 |
Avg Bars in Winners | 195 | 185 | 203 | 195 | 185 | 203 |
Avg Bars in Losers | 102 | 94 | 111 | 102 | 94 | 111 |
Bars Traded | 24486 | 11190 | 13295 | 24486 | 11190 | 13295 |
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 | 350377 | 270772 | -125836 | -80594 | -24374 | -581444 |
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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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