Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 585250.1394 | 532569.7772 | 52680.3622 | 277087.6171 | 140546.5578 | 136541.0593 |
Total P&L (%) | 585.2501 | 532.5698 | 52.6804 | 277.0876 | 140.5466 | 136.5411 |
Avg Daily Profit (%) | 0.312 | 0.2839 | 0.0281 | 0.0708 | 0.0468 | 0.0459 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99610 | -71864 | -92199 | -531360 | -345961 | -251243 |
Profit Factor | 1.7912 | 2.4545 | 1.141 | 1.1095 | 1.1067 | 1.1125 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 94 | 46 | 48 | 94 | 46 | 48 |
Losing Trades | 126 | 64 | 62 | 126 | 64 | 62 |
Profitability (%) | 42.7273 | 41.8182 | 43.6364 | 42.7273 | 41.8182 | 43.6364 |
Ratio Avg Win / Avg Loss | 2.4009 | 3.415 | 1.4738 | 1.4872 | 1.5398 | 1.437 |
Largest Winning Trade | 475134 | 475134 | 55256 | 255576 | 255576 | 240330 |
Largest Losing Trade | -26086 | -26086 | -25717 | -96070 | -88551 | -96070 |
Avg Bars in Trades | 49 | 40 | 58 | 49 | 40 | 58 |
Avg Bars in Winners | 79 | 56 | 101 | 79 | 56 | 101 |
Avg Bars in Losers | 26 | 28 | 24 | 26 | 28 | 24 |
Bars Traded | 10831 | 4432 | 6399 | 10831 | 4432 | 6399 |
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 | 385744 | 359596 | -224665 | -200173 | -235872 | -231061 |
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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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