Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429454.7191 | 276395.5078 | 153059.2113 | 538134.7166 | 626531.6263 | -88396.9096 |
Total P&L (%) | 429.4547 | 276.3955 | 153.0592 | 538.1347 | 626.5316 | -88.3969 |
Avg Daily Profit (%) | 0.2543 | 0.1636 | 0.0906 | 0.1098 | 0.1175 | -0.1274 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108999 | -97333 | -103051 | -980334 | -853834 | -887473 |
Profit Factor | 1.3358 | 1.4697 | 1.2216 | 1.0745 | 1.1847 | 0.9769 |
Total Trades | 386 | 193 | 193 | 386 | 193 | 193 |
Winning Trades | 203 | 97 | 106 | 203 | 97 | 106 |
Losing Trades | 183 | 96 | 87 | 183 | 96 | 87 |
Profitability (%) | 52.5907 | 50.2591 | 54.9223 | 52.5907 | 50.2591 | 54.9223 |
Ratio Avg Win / Avg Loss | 1.2042 | 1.4545 | 1.0027 | 0.9687 | 1.1725 | 0.8018 |
Largest Winning Trade | 49425 | 49425 | 44341 | 248908 | 248908 | 146247 |
Largest Losing Trade | -43913 | -37270 | -43913 | -449314 | -449314 | -395615 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 13 | 12 | 12 | 13 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 4964 | 2499 | 2465 | 4964 | 2499 | 2465 |
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 | 396675 | 331108 | -71002 | -183579 | -52307 | -579407 |
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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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