Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1049287.9822 | 884056.544 | 165231.4382 | 1608486.4528 | 771407.1085 | 837079.3443 |
Total P&L (%) | 1049.288 | 884.0565 | 165.2314 | 1608.4865 | 771.4071 | 837.0793 |
Avg Daily Profit (%) | 0.453 | 0.3817 | 0.0713 | 0.1226 | 0.0935 | 0.0967 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130274 | -139416 | -134784 | -5619098 | -4703384 | -1663593 |
Profit Factor | 1.7268 | 2.1595 | 1.2425 | 1.0963 | 1.0805 | 1.1176 |
Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Winning Trades | 99 | 45 | 54 | 99 | 45 | 54 |
Losing Trades | 197 | 103 | 94 | 197 | 103 | 94 |
Profitability (%) | 33.4459 | 30.4054 | 36.4865 | 33.4459 | 30.4054 | 36.4865 |
Ratio Avg Win / Avg Loss | 3.4361 | 4.943 | 2.1629 | 2.1816 | 2.4732 | 1.9455 |
Largest Winning Trade | 487319 | 487319 | 57664 | 3921671 | 3921671 | 891112 |
Largest Losing Trade | -27663 | -24102 | -27663 | -926055 | -926055 | -747565 |
Avg Bars in Trades | 46 | 43 | 49 | 46 | 43 | 49 |
Avg Bars in Winners | 93 | 91 | 94 | 93 | 91 | 94 |
Avg Bars in Losers | 23 | 22 | 24 | 23 | 22 | 24 |
Bars Traded | 13775 | 6400 | 7375 | 13775 | 6400 | 7375 |
Profit Streak | 14.1361 | 0 | 15.1361 | 14.1361 | 0 | 15.1361 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330436 | 212988 | -101677 | -146661 | -206339 | -158398 |
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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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