Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 617170.6572 | 540992.9662 | 76177.691 | 152841.4108 | 609418.2018 | -456576.791 |
Total P&L (%) | 617.1707 | 540.993 | 76.1777 | 152.8414 | 609.4182 | -456.5768 |
Avg Daily Profit (%) | 0.3291 | 0.2885 | 0.0406 | 0.0495 | 0.1045 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220582 | -97147 | -166120 | -1286040 | -663434 | -812526 |
Profit Factor | 1.5711 | 1.927 | 1.1532 | 1.0433 | 1.3351 | 0.7336 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Losing Trades | 113 | 58 | 55 | 113 | 58 | 55 |
Profitability (%) | 44.878 | 43.6893 | 46.0784 | 44.878 | 43.6893 | 46.0784 |
Ratio Avg Win / Avg Loss | 1.9297 | 2.4837 | 1.3495 | 1.2814 | 1.7208 | 0.8585 |
Largest Winning Trade | 307830 | 307830 | 48250 | 645034 | 645034 | 226600 |
Largest Losing Trade | -38079 | -38079 | -37861 | -445069 | -190041 | -445069 |
Avg Bars in Trades | 53 | 54 | 52 | 53 | 54 | 52 |
Avg Bars in Winners | 71 | 81 | 62 | 71 | 81 | 62 |
Avg Bars in Losers | 38 | 34 | 43 | 38 | 34 | 43 |
Bars Traded | 10967 | 5642 | 5325 | 10967 | 5642 | 5325 |
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 | 398668 | 349901 | -192415 | -300690 | -54339 | -582585 |
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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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