Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 593893.4422 | 470133.226 | 123760.2162 | 1576612.7399 | 387688.9855 | 1188923.7544 |
Total P&L (%) | 593.8934 | 470.1332 | 123.7602 | 1576.6127 | 387.689 | 1188.9238 |
Avg Daily Profit (%) | 0.2851 | 0.2257 | 0.0594 | 0.1354 | 0.0761 | 0.1228 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79492 | -59724 | -82475 | -2172193 | -1788913 | -1389852 |
Profit Factor | 1.8854 | 2.4017 | 1.3691 | 1.1466 | 1.0666 | 1.241 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 69 | 30 | 39 | 69 | 30 | 39 |
Losing Trades | 114 | 62 | 52 | 114 | 62 | 52 |
Profitability (%) | 37.7049 | 32.6087 | 42.8571 | 37.7049 | 32.6087 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.115 | 4.9634 | 1.8254 | 1.8944 | 2.2044 | 1.6546 |
Largest Winning Trade | 234629 | 234629 | 68853 | 1516971 | 1516971 | 1192904 |
Largest Losing Trade | -22733 | -16813 | -22733 | -658610 | -380114 | -658610 |
Avg Bars in Trades | 135 | 123 | 147 | 135 | 123 | 147 |
Avg Bars in Winners | 243 | 245 | 242 | 243 | 245 | 242 |
Avg Bars in Losers | 69 | 65 | 75 | 69 | 65 | 75 |
Bars Traded | 24783 | 11387 | 13396 | 24783 | 11387 | 13396 |
Profit Streak | 0 | 0 | 26.0305 | 0 | 0 | 26.0305 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306751 | 192386 | -114529 | -73773 | -244546 | -30393 |
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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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