Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 778297.8806 | 697812.3795 | 80485.5011 | 1511143.9912 | 1138801.7979 | 372342.1934 |
Total P&L (%) | 778.2979 | 697.8124 | 80.4855 | 1511.144 | 1138.8018 | 372.3422 |
Avg Daily Profit (%) | 0.3736 | 0.335 | 0.0386 | 0.1335 | 0.1209 | 0.0746 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135953 | -73766 | -171872 | -1320883 | -671987 | -1132369 |
Profit Factor | 1.7074 | 2.4526 | 1.1299 | 1.1838 | 1.3097 | 1.0819 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 98 | 46 | 52 | 98 | 46 | 52 |
Losing Trades | 103 | 54 | 49 | 103 | 54 | 49 |
Profitability (%) | 48.7562 | 46 | 51.4851 | 48.7562 | 46 | 51.4851 |
Ratio Avg Win / Avg Loss | 1.7945 | 2.8792 | 1.0647 | 1.2442 | 1.5375 | 1.0195 |
Largest Winning Trade | 188278 | 188278 | 68746 | 694377 | 687942 | 694377 |
Largest Losing Trade | -47998 | -35088 | -47998 | -626274 | -268884 | -626274 |
Avg Bars in Trades | 122 | 105 | 139 | 122 | 105 | 139 |
Avg Bars in Winners | 151 | 142 | 158 | 151 | 142 | 158 |
Avg Bars in Losers | 95 | 72 | 120 | 95 | 72 | 120 |
Bars Traded | 24631 | 10501 | 14130 | 24631 | 10501 | 14130 |
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 | 479721 | 432783 | -219071 | -32178 | -31810 | -223918 |
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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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