Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1019684.6586 | 852622.7355 | 167061.9231 | 1178253.1868 | 872046.2342 | 306206.9526 |
Total P&L (%) | 1019.6847 | 852.6227 | 167.0619 | 1178.2532 | 872.0462 | 306.207 |
Avg Daily Profit (%) | 0.427 | 0.357 | 0.07 | 0.1068 | 0.0953 | 0.0587 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148114 | -137639 | -105773 | -2072480 | -1458618 | -929958 |
Profit Factor | 1.9062 | 2.3339 | 1.3437 | 1.1323 | 1.1645 | 1.085 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 113 | 53 | 60 | 113 | 53 | 60 |
Losing Trades | 100 | 53 | 47 | 100 | 53 | 47 |
Profitability (%) | 53.0516 | 50 | 56.0748 | 53.0516 | 50 | 56.0748 |
Ratio Avg Win / Avg Loss | 1.6869 | 2.3339 | 1.0526 | 1.0021 | 1.1645 | 0.8499 |
Largest Winning Trade | 364478 | 364478 | 54484 | 1154486 | 1154486 | 338158 |
Largest Losing Trade | -79087 | -60421 | -79087 | -1240203 | -1240203 | -642502 |
Avg Bars in Trades | 32 | 38 | 26 | 32 | 38 | 26 |
Avg Bars in Winners | 39 | 46 | 34 | 39 | 46 | 34 |
Avg Bars in Losers | 23 | 29 | 16 | 23 | 29 | 16 |
Bars Traded | 6870 | 4032 | 2839 | 6870 | 4032 | 2839 |
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 | 543872 | 487893 | -98380 | -123476 | -105202 | -242387 |
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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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