Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 609642.0286 | 389521.2938 | 220120.7349 | 810370.3206 | 147837.5761 | 662532.7445 |
Total P&L (%) | 609.642 | 389.5213 | 220.1207 | 810.3703 | 147.8376 | 662.5327 |
Avg Daily Profit (%) | 0.3347 | 0.2138 | 0.1208 | 0.1213 | 0.0498 | 0.1116 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159536 | -91493 | -83657 | -1549727 | -819211 | -1104237 |
Profit Factor | 1.818 | 1.9127 | 1.6911 | 1.1402 | 1.0478 | 1.2468 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 97 | 40 | 57 | 97 | 40 | 57 |
Losing Trades | 125 | 71 | 54 | 125 | 71 | 54 |
Profitability (%) | 43.6937 | 36.036 | 51.3514 | 43.6937 | 36.036 | 51.3514 |
Ratio Avg Win / Avg Loss | 2.3428 | 3.395 | 1.6021 | 1.4694 | 1.8598 | 1.1812 |
Largest Winning Trade | 307861 | 307861 | 68847 | 667776 | 667776 | 303462 |
Largest Losing Trade | -56166 | -30454 | -56166 | -996770 | -313345 | -996770 |
Avg Bars in Trades | 97 | 85 | 108 | 97 | 85 | 108 |
Avg Bars in Winners | 145 | 131 | 155 | 145 | 131 | 155 |
Avg Bars in Losers | 59 | 59 | 59 | 59 | 59 | 59 |
Bars Traded | 21558 | 9462 | 12096 | 21558 | 9462 | 12096 |
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 | 408495 | 204539 | -28572 | -98208 | -298914 | -43942 |
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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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