Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 733594.0322 | 611292.4168 | 122301.6154 | 1345328.5502 | 386621.0141 | 958707.5361 |
Total P&L (%) | 733.594 | 611.2924 | 122.3016 | 1345.3286 | 386.621 | 958.7075 |
Avg Daily Profit (%) | 0.371 | 0.3091 | 0.0618 | 0.1352 | 0.08 | 0.1194 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188791 | -87710 | -154573 | -1114592 | -918259 | -858127 |
Profit Factor | 2.0413 | 2.4659 | 1.4255 | 1.2832 | 1.1285 | 1.5504 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 94 | 51 | 43 | 94 | 51 | 43 |
Profitability (%) | 36.0544 | 31.0811 | 41.0959 | 36.0544 | 31.0811 | 41.0959 |
Ratio Avg Win / Avg Loss | 3.6205 | 5.4678 | 2.0432 | 2.2758 | 2.5023 | 2.2223 |
Largest Winning Trade | 264260 | 264260 | 77554 | 690632 | 690632 | 563956 |
Largest Losing Trade | -40091 | -40091 | -31428 | -800402 | -800402 | -216761 |
Avg Bars in Trades | 25 | 26 | 23 | 25 | 26 | 23 |
Avg Bars in Winners | 50 | 55 | 47 | 50 | 55 | 47 |
Avg Bars in Losers | 10 | 14 | 7 | 10 | 14 | 7 |
Bars Traded | 3698 | 1986 | 1713 | 3698 | 1986 | 1713 |
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 | 310408 | -57868 | -183525 | -15844 | -235705 | -105613 |
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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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