Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 555499.8548 | 523789.0853 | 31710.7695 | 4408.2856 | 184859.9049 | -180451.6193 |
Total P&L (%) | 555.4999 | 523.7891 | 31.7108 | 4.4083 | 184.8599 | -180.4516 |
Avg Daily Profit (%) | 0.2957 | 0.2788 | 0.0169 | 0.0023 | 0.0557 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221608 | -110860 | -204439 | -201234 | -104493 | -174065 |
Profit Factor | 1.3941 | 1.7402 | 1.0452 | 1.0044 | 1.3774 | 0.6453 |
Total Trades | 382 | 191 | 191 | 382 | 191 | 191 |
Winning Trades | 162 | 80 | 82 | 162 | 80 | 82 |
Losing Trades | 220 | 111 | 109 | 220 | 111 | 109 |
Profitability (%) | 42.4084 | 41.8848 | 42.9319 | 42.4084 | 41.8848 | 42.9319 |
Ratio Avg Win / Avg Loss | 1.8932 | 2.4145 | 1.3893 | 1.364 | 1.9111 | 0.8578 |
Largest Winning Trade | 304536 | 304536 | 82239 | 159712 | 159712 | 55241 |
Largest Losing Trade | -49405 | -45107 | -49405 | -52714 | -42785 | -52714 |
Avg Bars in Trades | 58 | 50 | 66 | 58 | 50 | 66 |
Avg Bars in Winners | 92 | 76 | 108 | 92 | 76 | 108 |
Avg Bars in Losers | 33 | 31 | 35 | 33 | 31 | 35 |
Bars Traded | 22336 | 9604 | 12732 | 22336 | 9604 | 12732 |
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 | 348121 | 334752 | -346400 | -572148 | -119536 | -583082 |
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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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