Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221110.7605 | 101757.0969 | 119353.6636 | 362501.0894 | 128000.963 | 234500.1264 |
Total P&L (%) | 221.1108 | 101.7571 | 119.3537 | 362.5011 | 128.001 | 234.5001 |
Avg Daily Profit (%) | 0.4245 | 0.1954 | 0.2292 | 0.2945 | 0.1584 | 0.2321 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79915 | -75177 | -34333 | -263152 | -231715 | -112964 |
Profit Factor | 1.3854 | 1.3322 | 1.4462 | 1.2201 | 1.1426 | 1.3128 |
Total Trades | 308 | 154 | 154 | 308 | 154 | 154 |
Winning Trades | 142 | 70 | 72 | 142 | 70 | 72 |
Losing Trades | 166 | 84 | 82 | 166 | 84 | 82 |
Profitability (%) | 46.1039 | 45.4545 | 46.7532 | 46.1039 | 45.4545 | 46.7532 |
Ratio Avg Win / Avg Loss | 1.6195 | 1.5987 | 1.647 | 1.4263 | 1.3711 | 1.4951 |
Largest Winning Trade | 48154 | 48154 | 20078 | 116057 | 116057 | 67260 |
Largest Losing Trade | -18315 | -18315 | -14619 | -76337 | -76337 | -54666 |
Avg Bars in Trades | 80 | 78 | 81 | 80 | 78 | 81 |
Avg Bars in Winners | 111 | 108 | 113 | 111 | 108 | 113 |
Avg Bars in Losers | 53 | 52 | 53 | 53 | 52 | 53 |
Bars Traded | 24670 | 12076 | 12594 | 24670 | 12076 | 12594 |
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 | 388208 | 247984 | 301630 | 271824 | -58490 | 233191 |
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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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