Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 606578.0428 | 359969.6715 | 246608.3713 | 4475202.2184 | 3668531.958 | 806670.2604 |
Total P&L (%) | 606.578 | 359.9697 | 246.6084 | 4475.2022 | 3668.532 | 806.6703 |
Avg Daily Profit (%) | 0.3615 | 0.2145 | 0.147 | 0.2281 | 0.2165 | 0.1315 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75553 | -94228 | -62573 | -5785981 | -1978426 | -4619910 |
Profit Factor | 1.6404 | 1.7783 | 1.5087 | 1.2685 | 1.5126 | 1.0848 |
Total Trades | 465 | 233 | 232 | 465 | 233 | 232 |
Winning Trades | 213 | 99 | 114 | 213 | 99 | 114 |
Losing Trades | 252 | 134 | 118 | 252 | 134 | 118 |
Profitability (%) | 45.8065 | 42.4893 | 49.1379 | 45.8065 | 42.4893 | 49.1379 |
Ratio Avg Win / Avg Loss | 1.9407 | 2.407 | 1.5617 | 1.5007 | 2.0473 | 1.1229 |
Largest Winning Trade | 100295 | 100295 | 52061 | 2082575 | 2082575 | 1418208 |
Largest Losing Trade | -29308 | -22303 | -29308 | -928994 | -839368 | -928994 |
Avg Bars in Trades | 42 | 34 | 51 | 42 | 34 | 51 |
Avg Bars in Winners | 61 | 51 | 70 | 61 | 51 | 70 |
Avg Bars in Losers | 27 | 22 | 32 | 27 | 22 | 32 |
Bars Traded | 19981 | 8065 | 11916 | 19981 | 8065 | 11916 |
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 | 479640 | 318976 | 213583 | 362858 | 302969 | -144031 |
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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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