Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444434.4131 | 338671.9116 | 105762.5015 | 664368.8006 | 269193.1482 | 395175.6524 |
Total P&L (%) | 444.4344 | 338.6719 | 105.7625 | 664.3688 | 269.1931 | 395.1757 |
Avg Daily Profit (%) | 0.238 | 0.1814 | 0.0566 | 0.109 | 0.07 | 0.0857 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167591 | -102656 | -116375 | -772868 | -397179 | -375688 |
Profit Factor | 1.6711 | 2.0326 | 1.3164 | 1.2681 | 1.2185 | 1.3172 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 84 | 39 | 45 | 84 | 39 | 45 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 53.8462 | 50 | 57.6923 | 53.8462 | 50 | 57.6923 |
Ratio Avg Win / Avg Loss | 1.4323 | 2.0326 | 0.9653 | 1.087 | 1.2185 | 0.966 |
Largest Winning Trade | 171552 | 171552 | 47201 | 310952 | 310952 | 199519 |
Largest Losing Trade | -36801 | -33701 | -36801 | -211978 | -211978 | -207006 |
Avg Bars in Trades | 23 | 18 | 28 | 23 | 18 | 28 |
Avg Bars in Winners | 28 | 22 | 33 | 28 | 22 | 33 |
Avg Bars in Losers | 18 | 14 | 22 | 18 | 14 | 22 |
Bars Traded | 3684 | 1427 | 2257 | 3684 | 1427 | 2257 |
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 | 417377 | -22855 | -151683 | -45614 | -134113 | -112923 |
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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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