Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505002.9348 | 308391.3106 | 196611.6241 | 4124951.6259 | 4248497.3274 | -123545.7014 |
Total P&L (%) | 505.0029 | 308.3913 | 196.6116 | 4124.9516 | 4248.4973 | -123.5457 |
Avg Daily Profit (%) | 0.4848 | 0.2961 | 0.1888 | 0.36 | 0.3628 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60094 | -43484 | -53865 | -3724693 | -1326391 | -3565478 |
Profit Factor | 1.8641 | 2.209 | 1.597 | 1.3136 | 1.8252 | 0.9846 |
Total Trades | 325 | 162 | 163 | 325 | 162 | 163 |
Winning Trades | 116 | 55 | 61 | 116 | 55 | 61 |
Losing Trades | 209 | 107 | 102 | 209 | 107 | 102 |
Profitability (%) | 35.6923 | 33.9506 | 37.4233 | 35.6923 | 33.9506 | 37.4233 |
Ratio Avg Win / Avg Loss | 3.3587 | 4.2975 | 2.6704 | 2.3667 | 3.5509 | 1.6463 |
Largest Winning Trade | 63597 | 63597 | 36321 | 2657176 | 2657176 | 1888970 |
Largest Losing Trade | -13438 | -11770 | -13438 | -1011193 | -680487 | -1011193 |
Avg Bars in Trades | 76 | 69 | 82 | 76 | 69 | 82 |
Avg Bars in Winners | 155 | 138 | 171 | 155 | 138 | 171 |
Avg Bars in Losers | 32 | 35 | 29 | 32 | 35 | 29 |
Bars Traded | 24751 | 11339 | 13412 | 24751 | 11339 | 13412 |
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 | 365239 | 241109 | 213933 | 245480 | 249989 | -582592 |
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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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