Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 534658.1285 | 226886.0468 | 307772.0817 | 2631108.1444 | 1421439.8707 | 1209668.2737 |
Total P&L (%) | 534.6581 | 226.886 | 307.7721 | 2631.1081 | 1421.4399 | 1209.6683 |
Avg Daily Profit (%) | 0.36 | 0.1528 | 0.2072 | 0.2229 | 0.1834 | 0.1733 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138077 | -111564 | -46688 | -2040395 | -1493336 | -937656 |
Profit Factor | 1.5406 | 1.4065 | 1.7144 | 1.269 | 1.2743 | 1.2631 |
Total Trades | 327 | 163 | 164 | 327 | 163 | 164 |
Winning Trades | 154 | 67 | 87 | 154 | 67 | 87 |
Losing Trades | 173 | 96 | 77 | 173 | 96 | 77 |
Profitability (%) | 47.0948 | 41.1043 | 53.0488 | 47.0948 | 41.1043 | 53.0488 |
Ratio Avg Win / Avg Loss | 1.7307 | 2.0153 | 1.5173 | 1.4256 | 1.8259 | 1.1179 |
Largest Winning Trade | 115416 | 115416 | 47356 | 604479 | 604479 | 286338 |
Largest Losing Trade | -25502 | -23969 | -25502 | -323933 | -202272 | -323933 |
Avg Bars in Trades | 13 | 19 | 7 | 13 | 19 | 7 |
Avg Bars in Winners | 16 | 26 | 8 | 16 | 26 | 8 |
Avg Bars in Losers | 10 | 14 | 5 | 10 | 14 | 5 |
Bars Traded | 4417 | 3196 | 1220 | 4417 | 3196 | 1220 |
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 | 465413 | 222468 | 428699 | 323499 | 217834 | 311213 |
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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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