Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1531931.4452 | 1348604.7166 | 183326.7286 | 2116885.5955 | 234775.6695 | 1882109.926 |
Total P&L (%) | 1531.9314 | 1348.6047 | 183.3267 | 2116.8856 | 234.7757 | 1882.1099 |
Avg Daily Profit (%) | 0.6497 | 0.572 | 0.0778 | 0.1315 | 0.0513 | 0.1268 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145645 | -52913 | -135446 | -848734 | -777333 | -319630 |
Profit Factor | 2.9003 | 4.4876 | 1.4371 | 1.4023 | 1.0834 | 1.7695 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Losing Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Profitability (%) | 52.657 | 52.8846 | 52.4272 | 52.657 | 52.8846 | 52.4272 |
Ratio Avg Win / Avg Loss | 2.6076 | 3.998 | 1.304 | 1.2608 | 0.9652 | 1.6056 |
Largest Winning Trade | 1241657 | 1241657 | 57371 | 810174 | 418502 | 810174 |
Largest Losing Trade | -73160 | -20893 | -73160 | -300389 | -300389 | -256196 |
Avg Bars in Trades | 44 | 31 | 57 | 44 | 31 | 57 |
Avg Bars in Winners | 60 | 42 | 78 | 60 | 42 | 78 |
Avg Bars in Losers | 26 | 18 | 35 | 26 | 18 | 35 |
Bars Traded | 9202 | 3233 | 5969 | 9202 | 3233 | 5969 |
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 | 678505 | 674392 | -88176 | -14903 | -254853 | -19988 |
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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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