Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 592954.0981 | 517281.9485 | 75672.1496 | 395123.6507 | 49172.404 | 345951.2467 |
Total P&L (%) | 592.9541 | 517.2819 | 75.6722 | 395.1237 | 49.1724 | 345.9512 |
Avg Daily Profit (%) | 0.3159 | 0.2756 | 0.0403 | 0.0853 | 0.0213 | 0.0797 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87030 | -58491 | -77808 | -989376 | -664964 | -596341 |
Profit Factor | 1.8664 | 2.4559 | 1.23 | 1.0822 | 1.0189 | 1.1567 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 106 | 54 | 52 | 106 | 54 | 52 |
Losing Trades | 122 | 60 | 62 | 122 | 60 | 62 |
Profitability (%) | 46.4912 | 47.3684 | 45.614 | 46.4912 | 47.3684 | 45.614 |
Ratio Avg Win / Avg Loss | 2.1482 | 2.7288 | 1.4665 | 1.2455 | 1.1321 | 1.3791 |
Largest Winning Trade | 483747 | 483747 | 57650 | 409250 | 409250 | 371590 |
Largest Losing Trade | -25661 | -24647 | -25661 | -203899 | -201469 | -203899 |
Avg Bars in Trades | 48 | 37 | 59 | 48 | 37 | 59 |
Avg Bars in Winners | 76 | 49 | 104 | 76 | 49 | 104 |
Avg Bars in Losers | 24 | 26 | 22 | 24 | 26 | 22 |
Bars Traded | 11050 | 4239 | 6811 | 11050 | 4239 | 6811 |
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 | 446375 | 435212 | -141357 | -209466 | -366815 | -136699 |
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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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