Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406488.3511 | 255202.5085 | 151285.8426 | 1404855.1005 | 1338224.4814 | 66630.6191 |
Total P&L (%) | 406.4884 | 255.2025 | 151.2858 | 1404.8551 | 1338.2245 | 66.6306 |
Avg Daily Profit (%) | 0.3902 | 0.245 | 0.1452 | 0.2606 | 0.2563 | 0.049 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68672 | -56182 | -58228 | -1550800 | -481574 | -1373131 |
Profit Factor | 1.553 | 1.7403 | 1.3875 | 1.2195 | 1.5176 | 1.0175 |
Total Trades | 377 | 188 | 189 | 377 | 188 | 189 |
Winning Trades | 138 | 64 | 74 | 138 | 64 | 74 |
Losing Trades | 239 | 124 | 115 | 239 | 124 | 115 |
Profitability (%) | 36.6048 | 34.0426 | 39.1534 | 36.6048 | 34.0426 | 39.1534 |
Ratio Avg Win / Avg Loss | 2.6895 | 3.3718 | 2.1563 | 2.1121 | 2.9404 | 1.5812 |
Largest Winning Trade | 62670 | 62670 | 31676 | 889013 | 889013 | 700051 |
Largest Losing Trade | -25034 | -12909 | -25034 | -403216 | -198555 | -403216 |
Avg Bars in Trades | 65 | 59 | 71 | 65 | 59 | 71 |
Avg Bars in Winners | 129 | 117 | 139 | 129 | 117 | 139 |
Avg Bars in Losers | 28 | 29 | 27 | 28 | 29 | 27 |
Bars Traded | 24743 | 11240 | 13503 | 24743 | 11240 | 13503 |
Profit Streak | 0 | 17.8597 | 0 | 0 | 17.8597 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314978 | 237401 | -1215 | 216745 | 227999 | -331640 |
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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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