Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 746407.7742 | 482587.6268 | 263820.1474 | 5882778.8932 | 2194758.77 | 3688020.1232 |
Total P&L (%) | 746.4078 | 482.5876 | 263.8201 | 5882.7789 | 2194.7588 | 3688.0201 |
Avg Daily Profit (%) | 0.4006 | 0.259 | 0.1416 | 0.2199 | 0.1683 | 0.1953 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109416 | -80192 | -181444 | -1757015 | -1752449 | -1160230 |
Profit Factor | 1.7147 | 1.9023 | 1.5178 | 1.5059 | 1.3136 | 1.7965 |
Total Trades | 233 | 116 | 117 | 233 | 116 | 117 |
Winning Trades | 138 | 70 | 68 | 138 | 70 | 68 |
Losing Trades | 95 | 46 | 49 | 95 | 46 | 49 |
Profitability (%) | 59.2275 | 60.3448 | 58.1197 | 59.2275 | 60.3448 | 58.1197 |
Ratio Avg Win / Avg Loss | 1.1804 | 1.2501 | 1.0937 | 1.0367 | 0.8632 | 1.2945 |
Largest Winning Trade | 92471 | 92471 | 54498 | 1727719 | 1727719 | 806619 |
Largest Losing Trade | -73755 | -30565 | -73755 | -1208263 | -1208263 | -1160230 |
Avg Bars in Trades | 15 | 16 | 15 | 15 | 16 | 15 |
Avg Bars in Winners | 16 | 16 | 15 | 16 | 16 | 15 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 3723 | 1860 | 1863 | 3723 | 1860 | 1863 |
Profit Streak | 49.4772 | 73.4772 | 49.4772 | 49.4772 | 73.4772 | 49.4772 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 581801 | 483236 | -74 | 497500 | 326318 | 460713 |
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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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