Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 597619.3839 | 310343.9665 | 287275.4174 | 4254672.4345 | 3993722.3427 | 260950.0918 |
Total P&L (%) | 597.6194 | 310.344 | 287.2754 | 4254.6724 | 3993.7223 | 260.9501 |
Avg Daily Profit (%) | 0.3552 | 0.1845 | 0.1707 | 0.2246 | 0.2209 | 0.0763 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164860 | -107142 | -88083 | -3733326 | -1246623 | -3058671 |
Profit Factor | 1.5807 | 1.5862 | 1.575 | 1.3223 | 1.6669 | 1.0362 |
Total Trades | 377 | 189 | 188 | 377 | 189 | 188 |
Winning Trades | 152 | 69 | 83 | 152 | 69 | 83 |
Losing Trades | 225 | 120 | 105 | 225 | 120 | 105 |
Profitability (%) | 40.3183 | 36.5079 | 44.1489 | 40.3183 | 36.5079 | 44.1489 |
Ratio Avg Win / Avg Loss | 2.3399 | 2.7586 | 1.9924 | 1.9573 | 2.899 | 1.3108 |
Largest Winning Trade | 84913 | 84913 | 40734 | 2411620 | 2411620 | 1677810 |
Largest Losing Trade | -20849 | -20849 | -16760 | -1167926 | -734529 | -1167926 |
Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Winners | 28 | 29 | 26 | 28 | 29 | 26 |
Avg Bars in Losers | 9 | 11 | 7 | 9 | 11 | 7 |
Bars Traded | 6463 | 3412 | 3050 | 6463 | 3412 | 3050 |
Profit Streak | 10.9346 | 24.6846 | 0 | 10.9346 | 24.6846 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410440 | 249250 | 312395 | 313381 | 283142 | -273347 |
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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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