Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 548007.1841 | 338874.1052 | 209133.0789 | 2373117.5042 | 2031531.3682 | 341586.136 |
Total P&L (%) | 548.0072 | 338.8741 | 209.1331 | 2373.1175 | 2031.5314 | 341.5861 |
Avg Daily Profit (%) | 0.3239 | 0.2003 | 0.1236 | 0.1898 | 0.181 | 0.0878 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78856 | -102748 | -64952 | -1194118 | -251886 | -1264320 |
Profit Factor | 1.5897 | 1.7578 | 1.4338 | 1.5481 | 2.2466 | 1.1265 |
Total Trades | 315 | 157 | 158 | 315 | 157 | 158 |
Winning Trades | 112 | 55 | 57 | 112 | 55 | 57 |
Losing Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Profitability (%) | 35.5556 | 35.0318 | 36.0759 | 35.5556 | 35.0318 | 36.0759 |
Ratio Avg Win / Avg Loss | 2.8814 | 3.26 | 2.5406 | 2.806 | 4.1664 | 1.9961 |
Largest Winning Trade | 69922 | 69922 | 52954 | 1019923 | 1019923 | 823334 |
Largest Losing Trade | -27148 | -23123 | -27148 | -275895 | -217051 | -275895 |
Avg Bars in Trades | 15 | 17 | 14 | 15 | 17 | 14 |
Avg Bars in Winners | 29 | 29 | 29 | 29 | 29 | 29 |
Avg Bars in Losers | 8 | 10 | 6 | 8 | 10 | 6 |
Bars Traded | 4986 | 2688 | 2298 | 4986 | 2688 | 2298 |
Profit Streak | 12.9591 | 0 | 13.9591 | 12.9591 | 0 | 13.9591 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323245 | 204489 | -30260 | 272833 | 247509 | -160234 |
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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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