Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 965153.5825 | 708602.1991 | 256551.3834 | 3262493.4484 | 1186064.8873 | 2076428.561 |
Total P&L (%) | 965.1536 | 708.6022 | 256.5514 | 3262.4934 | 1186.0649 | 2076.4286 |
Avg Daily Profit (%) | 0.6503 | 0.4774 | 0.1729 | 0.2371 | 0.1722 | 0.2078 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70767 | -118067 | -71294 | -2503066 | -2502553 | -1446768 |
Profit Factor | 1.814 | 2.1265 | 1.4609 | 1.1946 | 1.1353 | 1.2596 |
Total Trades | 415 | 207 | 208 | 415 | 207 | 208 |
Winning Trades | 140 | 59 | 81 | 140 | 59 | 81 |
Losing Trades | 275 | 148 | 127 | 275 | 148 | 127 |
Profitability (%) | 33.7349 | 28.5024 | 38.9423 | 33.7349 | 28.5024 | 38.9423 |
Ratio Avg Win / Avg Loss | 3.5633 | 5.3342 | 2.2906 | 2.3466 | 2.8479 | 1.9749 |
Largest Winning Trade | 555823 | 555823 | 36742 | 1220035 | 1220035 | 1045756 |
Largest Losing Trade | -19203 | -16825 | -19203 | -693375 | -693375 | -410809 |
Avg Bars in Trades | 42 | 35 | 49 | 42 | 35 | 49 |
Avg Bars in Winners | 85 | 76 | 91 | 85 | 76 | 91 |
Avg Bars in Losers | 20 | 19 | 22 | 20 | 19 | 22 |
Bars Traded | 17617 | 7382 | 10234 | 17617 | 7382 | 10234 |
Profit Streak | 16.5005 | 0 | 18.5838 | 16.5005 | 0 | 18.5838 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422853 | 21712 | 229046 | -575 | -76610 | 210479 |
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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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