Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 613975.7555 | 353939.7002 | 260036.0553 | 2940419.4471 | 1987286.5351 | 953132.912 |
Total P&L (%) | 613.9758 | 353.9397 | 260.0361 | 2940.4194 | 1987.2865 | 953.1329 |
Avg Daily Profit (%) | 0.6017 | 0.3469 | 0.2549 | 0.3352 | 0.2982 | 0.231 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67051 | -93203 | -72450 | -1518032 | -974469 | -1375242 |
Profit Factor | 1.5969 | 1.6595 | 1.5287 | 1.4613 | 1.5989 | 1.3118 |
Total Trades | 307 | 153 | 154 | 307 | 153 | 154 |
Winning Trades | 144 | 63 | 81 | 144 | 63 | 81 |
Losing Trades | 163 | 90 | 73 | 163 | 90 | 73 |
Profitability (%) | 46.9055 | 41.1765 | 52.5974 | 46.9055 | 41.1765 | 52.5974 |
Ratio Avg Win / Avg Loss | 1.8076 | 2.3707 | 1.3777 | 1.6541 | 2.2841 | 1.1823 |
Largest Winning Trade | 205942 | 205942 | 26442 | 1602735 | 1602735 | 379289 |
Largest Losing Trade | -24446 | -21509 | -24446 | -990118 | -268908 | -990118 |
Avg Bars in Trades | 9 | 10 | 8 | 9 | 10 | 8 |
Avg Bars in Winners | 12 | 13 | 11 | 12 | 13 | 11 |
Avg Bars in Losers | 6 | 7 | 5 | 6 | 7 | 5 |
Bars Traded | 2925 | 1561 | 1364 | 2925 | 1561 | 1364 |
Profit Streak | 8.2813 | 0 | 15.6147 | 8.2813 | 0 | 15.6147 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 570006 | 328040 | 414282 | 458155 | 323697 | 374246 |
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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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