Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 533025.3624 | 237543.8297 | 295481.5327 | 2057952.9618 | 1677010.1862 | 380942.7756 |
Total P&L (%) | 533.0254 | 237.5438 | 295.4815 | 2057.953 | 1677.0102 | 380.9428 |
Avg Daily Profit (%) | 0.3538 | 0.1577 | 0.1961 | 0.2041 | 0.1912 | 0.1043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154781 | -123882 | -98301 | -12225013 | -9710187 | -8532828 |
Profit Factor | 1.3398 | 1.2913 | 1.3921 | 1.0328 | 1.0532 | 1.0122 |
Total Trades | 580 | 290 | 290 | 580 | 290 | 290 |
Winning Trades | 301 | 142 | 159 | 301 | 142 | 159 |
Losing Trades | 279 | 148 | 131 | 279 | 148 | 131 |
Profitability (%) | 51.8966 | 48.9655 | 54.8276 | 51.8966 | 48.9655 | 54.8276 |
Ratio Avg Win / Avg Loss | 1.2418 | 1.3459 | 1.147 | 0.9573 | 1.0977 | 0.8339 |
Largest Winning Trade | 60943 | 60943 | 40729 | 2727010 | 2727010 | 2404346 |
Largest Losing Trade | -41145 | -29178 | -41145 | -2354384 | -2354384 | -1871204 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 8931 | 4460 | 4471 | 8931 | 4460 | 4471 |
Profit Streak | 0 | 0 | 18.2506 | 0 | 0 | 18.2506 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476396 | 292572 | 401974 | -174537 | -153178 | -259613 |
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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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