Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 776457.0545 | 594435.1588 | 182021.8957 | 4316248.7766 | 2697382.3082 | 1618866.4684 |
Total P&L (%) | 776.4571 | 594.4352 | 182.0219 | 4316.2488 | 2697.3823 | 1618.8665 |
Avg Daily Profit (%) | 0.3929 | 0.3008 | 0.0921 | 0.1919 | 0.1687 | 0.144 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73390 | -82017 | -148548 | -2855114 | -1642822 | -2466568 |
Profit Factor | 1.9087 | 2.3241 | 1.4488 | 1.3776 | 1.4387 | 1.3064 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Losing Trades | 126 | 66 | 60 | 126 | 66 | 60 |
Profitability (%) | 37.3134 | 34.6535 | 40 | 37.3134 | 34.6535 | 40 |
Ratio Avg Win / Avg Loss | 3.2066 | 4.3826 | 2.1732 | 2.3143 | 2.7129 | 1.9596 |
Largest Winning Trade | 194280 | 194280 | 59429 | 1977901 | 1977901 | 1178160 |
Largest Losing Trade | -57929 | -22279 | -57929 | -588049 | -495049 | -588049 |
Avg Bars in Trades | 57 | 54 | 60 | 57 | 54 | 60 |
Avg Bars in Winners | 106 | 104 | 108 | 106 | 104 | 108 |
Avg Bars in Losers | 28 | 27 | 28 | 28 | 27 | 28 |
Bars Traded | 11568 | 5493 | 6075 | 11568 | 5493 | 6075 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339459 | 254599 | -72057 | 207212 | 128155 | -3274 |
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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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