Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 634430.6483 | 505085.6348 | 129345.0135 | 1214227.0146 | 740164.3942 | 474062.6204 |
Total P&L (%) | 634.4306 | 505.0856 | 129.345 | 1214.227 | 740.1644 | 474.0626 |
Avg Daily Profit (%) | 0.2537 | 0.202 | 0.0517 | 0.1031 | 0.0852 | 0.0699 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124509 | -119056 | -132759 | -858267 | -328336 | -683800 |
Profit Factor | 1.7355 | 2.3613 | 1.2632 | 1.406 | 1.5231 | 1.3008 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 136 | 66 | 70 | 136 | 66 | 70 |
Losing Trades | 128 | 66 | 62 | 128 | 66 | 62 |
Profitability (%) | 51.5152 | 50 | 53.0303 | 51.5152 | 50 | 53.0303 |
Ratio Avg Win / Avg Loss | 1.6335 | 2.3613 | 1.1188 | 1.3233 | 1.5231 | 1.1521 |
Largest Winning Trade | 225550 | 225550 | 61786 | 477063 | 477063 | 290968 |
Largest Losing Trade | -49095 | -34172 | -49095 | -540172 | -294682 | -540172 |
Avg Bars in Trades | 36 | 41 | 31 | 36 | 41 | 31 |
Avg Bars in Winners | 41 | 46 | 36 | 41 | 46 | 36 |
Avg Bars in Losers | 31 | 36 | 25 | 31 | 36 | 25 |
Bars Traded | 9689 | 5500 | 4189 | 9689 | 5500 | 4189 |
Profit Streak | 0 | 0 | 71.2138 | 0 | 0 | 71.2138 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481122 | 444542 | -123223 | -52645 | -76481 | -98743 |
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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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