Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1022156.3471 | 910174.9117 | 111981.4354 | 1131252.3834 | 944685.4758 | 186566.9076 |
Total P&L (%) | 1022.1563 | 910.1749 | 111.9814 | 1131.2524 | 944.6855 | 186.5669 |
Avg Daily Profit (%) | 0.44 | 0.3918 | 0.0482 | 0.1081 | 0.1011 | 0.0453 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144538 | -125480 | -185389 | -1810535 | -1765076 | -1522314 |
Profit Factor | 1.7946 | 2.3091 | 1.1895 | 1.0726 | 1.1076 | 1.0275 |
Total Trades | 333 | 167 | 166 | 333 | 167 | 166 |
Winning Trades | 111 | 50 | 61 | 111 | 50 | 61 |
Losing Trades | 222 | 117 | 105 | 222 | 117 | 105 |
Profitability (%) | 33.3333 | 29.9401 | 36.747 | 33.3333 | 29.9401 | 36.747 |
Ratio Avg Win / Avg Loss | 3.5892 | 5.4033 | 2.0474 | 2.1452 | 2.5917 | 1.7686 |
Largest Winning Trade | 469460 | 469460 | 58695 | 1706503 | 1706503 | 936520 |
Largest Losing Trade | -38871 | -38871 | -29414 | -563171 | -563171 | -344989 |
Avg Bars in Trades | 27 | 30 | 23 | 27 | 30 | 23 |
Avg Bars in Winners | 55 | 62 | 49 | 55 | 62 | 49 |
Avg Bars in Losers | 12 | 16 | 8 | 12 | 16 | 8 |
Bars Traded | 9015 | 5103 | 3912 | 9015 | 5103 | 3912 |
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 | 325100 | 228652 | -144111 | -192204 | -166468 | -326140 |
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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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