Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 555243.9507 | 329710.4558 | 225533.4949 | 2598423.754 | 2187033.8537 | 411389.9003 |
Total P&L (%) | 555.244 | 329.7105 | 225.5335 | 2598.4238 | 2187.0339 | 411.3899 |
Avg Daily Profit (%) | 0.3308 | 0.1964 | 0.1344 | 0.1965 | 0.1866 | 0.0973 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75328 | -98168 | -80006 | -2799285 | -1145801 | -2426332 |
Profit Factor | 1.5855 | 1.7228 | 1.4582 | 1.3063 | 1.5434 | 1.0923 |
Total Trades | 355 | 178 | 177 | 355 | 178 | 177 |
Winning Trades | 128 | 58 | 70 | 128 | 58 | 70 |
Losing Trades | 227 | 120 | 107 | 227 | 120 | 107 |
Profitability (%) | 36.0563 | 32.5843 | 39.548 | 36.0563 | 32.5843 | 39.548 |
Ratio Avg Win / Avg Loss | 2.8117 | 3.5644 | 2.2289 | 2.3166 | 3.1932 | 1.6696 |
Largest Winning Trade | 80304 | 80304 | 52388 | 1489123 | 1489123 | 1124733 |
Largest Losing Trade | -35838 | -14246 | -35838 | -788582 | -543547 | -788582 |
Avg Bars in Trades | 18 | 17 | 20 | 18 | 17 | 20 |
Avg Bars in Winners | 35 | 33 | 36 | 35 | 33 | 36 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 6660 | 3063 | 3596 | 6660 | 3063 | 3596 |
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 | 317028 | 170551 | -14905 | 214290 | 161546 | -184454 |
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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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