Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409546.7136 | 121835.8359 | 287710.8776 | 1105539.9262 | 393384.2309 | 712155.6953 |
Total P&L (%) | 409.5467 | 121.8358 | 287.7109 | 1105.5399 | 393.3842 | 712.1557 |
Avg Daily Profit (%) | 0.2753 | 0.0819 | 0.1934 | 0.1675 | 0.1074 | 0.1409 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189528 | -88930 | -100598 | -687093 | -321472 | -365620 |
Profit Factor | 1.675 | 1.3595 | 2.0742 | 1.4536 | 1.2998 | 1.6328 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 81 | 37 | 44 | 81 | 37 | 44 |
Losing Trades | 79 | 43 | 36 | 79 | 43 | 36 |
Profitability (%) | 50.625 | 46.25 | 55 | 50.625 | 46.25 | 55 |
Ratio Avg Win / Avg Loss | 1.6337 | 1.58 | 1.697 | 1.4177 | 1.5106 | 1.3359 |
Largest Winning Trade | 57654 | 52138 | 57654 | 355395 | 266834 | 355395 |
Largest Losing Trade | -25413 | -21672 | -25413 | -338001 | -136491 | -338001 |
Avg Bars in Trades | 54 | 45 | 64 | 54 | 45 | 64 |
Avg Bars in Winners | 64 | 48 | 77 | 64 | 48 | 77 |
Avg Bars in Losers | 44 | 42 | 47 | 44 | 42 | 47 |
Bars Traded | 8731 | 3604 | 5127 | 8731 | 3604 | 5127 |
Profit Streak | 0 | 0 | 56.1625 | 0 | 0 | 56.1625 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444863 | -102955 | -6740 | 349262 | -69382 | -20781 |
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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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