Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 728055.1904 | 663631.1159 | 64424.0746 | 1320718.7479 | 497593.8927 | 823124.8552 |
Total P&L (%) | 728.0552 | 663.6311 | 64.4241 | 1320.7187 | 497.5939 | 823.1249 |
Avg Daily Profit (%) | 0.3848 | 0.3508 | 0.0341 | 0.1404 | 0.0945 | 0.1175 |
Buy And Hold Return (%) | 166.436 | 166.436 | 166.436 | 166.436 | 166.436 | 166.436 |
Max Trade Drawdown | -110225 | -139649 | -109433 | -1652439 | -1414015 | -690754 |
Profit Factor | 1.5926 | 2.0577 | 1.1072 | 1.1252 | 1.0883 | 1.1675 |
Total Trades | 383 | 192 | 191 | 383 | 192 | 191 |
Winning Trades | 141 | 64 | 77 | 141 | 64 | 77 |
Losing Trades | 242 | 128 | 114 | 242 | 128 | 114 |
Profitability (%) | 36.8146 | 33.3333 | 40.3141 | 36.8146 | 33.3333 | 40.3141 |
Ratio Avg Win / Avg Loss | 2.7334 | 4.1153 | 1.6392 | 1.9311 | 2.1765 | 1.7284 |
Largest Winning Trade | 237303 | 237303 | 38025 | 972100 | 972100 | 509250 |
Largest Losing Trade | -25512 | -23038 | -25512 | -225982 | -196896 | -225982 |
Avg Bars in Trades | 14 | 16 | 12 | 14 | 16 | 12 |
Avg Bars in Winners | 25 | 33 | 17 | 25 | 33 | 17 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 5619 | 3258 | 2361 | 5619 | 3258 | 2361 |
Profit Streak | 9.8692 | 10.8692 | 0 | 9.8692 | 10.8692 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306977 | 212196 | -417763 | -89176 | -197313 | -75313 |
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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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