Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 602054.5702 | 552541.0694 | 49513.5008 | 195570.4189 | 136044.1362 | 59526.2827 |
Total P&L (%) | 602.0546 | 552.5411 | 49.5135 | 195.5704 | 136.0441 | 59.5263 |
Avg Daily Profit (%) | 0.3206 | 0.2943 | 0.0264 | 0.0577 | 0.0457 | 0.0249 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133238 | -85236 | -142932 | -152708 | -100351 | -148764 |
Profit Factor | 1.7649 | 2.2812 | 1.1392 | 1.2075 | 1.2702 | 1.1356 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Losing Trades | 128 | 65 | 63 | 128 | 65 | 63 |
Profitability (%) | 40.4651 | 39.2523 | 41.6667 | 40.4651 | 39.2523 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.5967 | 3.5304 | 1.5948 | 1.7766 | 1.9658 | 1.5899 |
Largest Winning Trade | 490365 | 490365 | 52352 | 160113 | 160113 | 65439 |
Largest Losing Trade | -42317 | -42317 | -25659 | -37464 | -37464 | -27374 |
Avg Bars in Trades | 103 | 92 | 114 | 103 | 92 | 114 |
Avg Bars in Winners | 172 | 143 | 199 | 172 | 143 | 199 |
Avg Bars in Losers | 56 | 59 | 54 | 56 | 59 | 54 |
Bars Traded | 22250 | 9863 | 12387 | 22250 | 9863 | 12387 |
Profit Streak | 5.23 | 0 | 6.48 | 5.23 | 0 | 6.48 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379614 | 314542 | -228180 | -117072 | -135243 | -233397 |
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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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