Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 737204.4774 | 587351.2957 | 149853.1816 | 1300935.5498 | -55031.2842 | 1355966.8341 |
Total P&L (%) | 737.2045 | 587.3513 | 149.8532 | 1300.9356 | -55.0313 | 1355.9668 |
Avg Daily Profit (%) | 0.4572 | 0.3642 | 0.0929 | 0.1638 | -0.0496 | 0.1662 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91938 | -93871 | -80820 | -2030318 | -1896143 | -486730 |
Profit Factor | 1.8996 | 2.3078 | 1.4046 | 1.1964 | 0.987 | 1.5647 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 103 | 56 | 47 | 103 | 56 | 47 |
Profitability (%) | 33.9744 | 28.2051 | 39.7436 | 33.9744 | 28.2051 | 39.7436 |
Ratio Avg Win / Avg Loss | 3.6917 | 5.8744 | 2.1296 | 2.3251 | 2.5123 | 2.3723 |
Largest Winning Trade | 332180 | 332180 | 34153 | 828391 | 828391 | 705679 |
Largest Losing Trade | -33619 | -33619 | -32900 | -628174 | -628174 | -220760 |
Avg Bars in Trades | 39 | 41 | 38 | 39 | 41 | 38 |
Avg Bars in Winners | 77 | 83 | 73 | 77 | 83 | 73 |
Avg Bars in Losers | 20 | 24 | 14 | 20 | 24 | 14 |
Bars Traded | 6188 | 3199 | 2989 | 6188 | 3199 | 2989 |
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 | 303393 | -36310 | -105509 | -1024 | -628146 | -27884 |
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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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