Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1437783.7382 | 1358892.6411 | 78891.0972 | 231332.4251 | 161095.7762 | 70236.649 |
Total P&L (%) | 1437.7837 | 1358.8926 | 78.8911 | 231.3324 | 161.0958 | 70.2366 |
Avg Daily Profit (%) | 0.6053 | 0.572 | 0.0332 | 0.0504 | 0.0404 | 0.0224 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146159 | -103308 | -109794 | -3037023 | -2805264 | -1728934 |
Profit Factor | 2.1732 | 3.0507 | 1.1402 | 1.0182 | 1.0218 | 1.0132 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 92 | 43 | 49 | 92 | 43 | 49 |
Losing Trades | 121 | 64 | 57 | 121 | 64 | 57 |
Profitability (%) | 43.1925 | 40.1869 | 46.2264 | 43.1925 | 40.1869 | 46.2264 |
Ratio Avg Win / Avg Loss | 2.8582 | 4.5405 | 1.3263 | 1.3391 | 1.5208 | 1.1786 |
Largest Winning Trade | 1062743 | 1062743 | 68593 | 1794869 | 1794869 | 1312816 |
Largest Losing Trade | -44525 | -44525 | -43034 | -827679 | -720887 | -827679 |
Avg Bars in Trades | 43 | 39 | 47 | 43 | 39 | 47 |
Avg Bars in Winners | 60 | 61 | 60 | 60 | 61 | 60 |
Avg Bars in Losers | 30 | 24 | 36 | 30 | 24 | 36 |
Bars Traded | 9273 | 4230 | 5043 | 9273 | 4230 | 5043 |
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 | 507722 | 466556 | -216623 | -327625 | -338469 | -370731 |
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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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