Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 698949.2621 | 436509.6178 | 262439.6442 | 4043396.9443 | 1750580.1088 | 2292816.8355 |
Total P&L (%) | 698.9493 | 436.5096 | 262.4396 | 4043.3969 | 1750.5801 | 2292.8168 |
Avg Daily Profit (%) | 0.3973 | 0.2481 | 0.1492 | 0.2119 | 0.166 | 0.1806 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84030 | -77250 | -65177 | -2806446 | -1969528 | -1334022 |
Profit Factor | 1.6208 | 1.7735 | 1.4673 | 1.2077 | 1.1874 | 1.2265 |
Total Trades | 341 | 170 | 171 | 341 | 170 | 171 |
Winning Trades | 149 | 71 | 78 | 149 | 71 | 78 |
Losing Trades | 192 | 99 | 93 | 192 | 99 | 93 |
Profitability (%) | 43.695 | 41.7647 | 45.614 | 43.695 | 41.7647 | 45.614 |
Ratio Avg Win / Avg Loss | 2.0885 | 2.4729 | 1.7495 | 1.5563 | 1.6556 | 1.4624 |
Largest Winning Trade | 156090 | 156090 | 55969 | 2023657 | 2023657 | 1324231 |
Largest Losing Trade | -27209 | -27209 | -26324 | -826975 | -568062 | -826975 |
Avg Bars in Trades | 61 | 51 | 71 | 61 | 51 | 71 |
Avg Bars in Winners | 93 | 74 | 110 | 93 | 74 | 110 |
Avg Bars in Losers | 36 | 35 | 37 | 36 | 35 | 37 |
Bars Traded | 20959 | 8800 | 12159 | 20959 | 8800 | 12159 |
Profit Streak | 4.3749 | 0 | 5.7915 | 4.3749 | 0 | 5.7915 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441113 | 307002 | 275379 | 296328 | -8450 | 246341 |
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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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