Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 567796.2142 | 350253.6902 | 217542.524 | 3208864.664 | 2735863.0288 | 473001.6352 |
Total P&L (%) | 567.7962 | 350.2537 | 217.5425 | 3208.8647 | 2735.863 | 473.0016 |
Avg Daily Profit (%) | 0.3382 | 0.2086 | 0.1296 | 0.2086 | 0.1994 | 0.104 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68435 | -102543 | -52381 | -2367955 | -536984 | -2300116 |
Profit Factor | 1.6525 | 1.8063 | 1.4992 | 1.4335 | 1.9161 | 1.1071 |
Total Trades | 295 | 147 | 148 | 295 | 147 | 148 |
Winning Trades | 107 | 55 | 52 | 107 | 55 | 52 |
Losing Trades | 188 | 92 | 96 | 188 | 92 | 96 |
Profitability (%) | 36.2712 | 37.415 | 35.1351 | 36.2712 | 37.415 | 35.1351 |
Ratio Avg Win / Avg Loss | 2.9035 | 3.0214 | 2.7678 | 2.5186 | 3.2051 | 2.0439 |
Largest Winning Trade | 70052 | 70052 | 60795 | 1683453 | 1683453 | 1259614 |
Largest Losing Trade | -23796 | -22518 | -23796 | -793671 | -286577 | -793671 |
Avg Bars in Trades | 11 | 12 | 10 | 11 | 12 | 10 |
Avg Bars in Winners | 20 | 19 | 20 | 20 | 19 | 20 |
Avg Bars in Losers | 6 | 7 | 4 | 6 | 7 | 4 |
Bars Traded | 3306 | 1785 | 1521 | 3306 | 1785 | 1521 |
Profit Streak | 0 | 33.0859 | 0 | 0 | 33.0859 | 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 | 317881 | 264062 | -23303 | 237740 | 283866 | -161363 |
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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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