Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369911.1805 | 273649.484 | 96261.6965 | 88152.8823 | 82367.0261 | 5785.8562 |
Total P&L (%) | 369.9112 | 273.6495 | 96.2617 | 88.1529 | 82.367 | 5.7859 |
Avg Daily Profit (%) | 0.3586 | 0.2653 | 0.0933 | 0.0613 | 0.0583 | 0.0055 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103635 | -120910 | -104041 | -162094 | -103016 | -99481 |
Profit Factor | 1.2981 | 1.4013 | 1.1723 | 1.0757 | 1.1309 | 1.0108 |
Total Trades | 378 | 189 | 189 | 378 | 189 | 189 |
Winning Trades | 170 | 79 | 91 | 170 | 79 | 91 |
Losing Trades | 208 | 110 | 98 | 208 | 110 | 98 |
Profitability (%) | 44.9735 | 41.7989 | 48.1481 | 44.9735 | 41.7989 | 48.1481 |
Ratio Avg Win / Avg Loss | 1.5883 | 1.9512 | 1.2624 | 1.3162 | 1.5746 | 1.0886 |
Largest Winning Trade | 209839 | 209839 | 27590 | 137088 | 137088 | 30860 |
Largest Losing Trade | -33324 | -33324 | -29576 | -89240 | -42742 | -89240 |
Avg Bars in Trades | 64 | 72 | 57 | 64 | 72 | 57 |
Avg Bars in Winners | 81 | 90 | 73 | 81 | 90 | 73 |
Avg Bars in Losers | 51 | 58 | 42 | 51 | 58 | 42 |
Bars Traded | 24470 | 13636 | 10834 | 24470 | 13636 | 10834 |
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 | 366548 | 260571 | -99700 | -248260 | -193349 | -560215 |
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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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