Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260303.9503 | 167442.3125 | 92861.6378 | 372225.3616 | 346915.2168 | 25310.1448 |
Total P&L (%) | 260.304 | 167.4423 | 92.8616 | 372.2254 | 346.9152 | 25.3101 |
Avg Daily Profit (%) | 0.2499 | 0.1607 | 0.0891 | 0.1491 | 0.1438 | 0.0217 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99243 | -45218 | -68284 | -857885 | -419694 | -575150 |
Profit Factor | 1.3753 | 1.4689 | 1.276 | 1.124 | 1.2271 | 1.0172 |
Total Trades | 546 | 273 | 273 | 546 | 273 | 273 |
Winning Trades | 251 | 119 | 132 | 251 | 119 | 132 |
Losing Trades | 295 | 154 | 141 | 295 | 154 | 141 |
Profitability (%) | 45.9707 | 43.5897 | 48.3516 | 45.9707 | 43.5897 | 48.3516 |
Ratio Avg Win / Avg Loss | 1.6164 | 1.9009 | 1.363 | 1.321 | 1.5881 | 1.0865 |
Largest Winning Trade | 74782 | 74782 | 46944 | 430359 | 430359 | 202408 |
Largest Losing Trade | -14165 | -13017 | -14165 | -156447 | -156447 | -94840 |
Avg Bars in Trades | 45 | 43 | 47 | 45 | 43 | 47 |
Avg Bars in Winners | 64 | 63 | 64 | 64 | 63 | 64 |
Avg Bars in Losers | 29 | 28 | 31 | 29 | 28 | 31 |
Bars Traded | 24816 | 11901 | 12915 | 24816 | 11901 | 12915 |
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 | 395587 | 284119 | -73775 | -76836 | -1898 | -368872 |
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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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