Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1086133.3582 | 945973.391 | 140159.9673 | 2235067.5531 | 37770.4617 | 2197297.0914 |
Total P&L (%) | 1086.1334 | 945.9734 | 140.16 | 2235.0676 | 37.7705 | 2197.2971 |
Avg Daily Profit (%) | 0.4706 | 0.4099 | 0.0607 | 0.1366 | 0.0139 | 0.1359 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -239039 | -112599 | -219029 | -2491960 | -2968714 | -697413 |
Profit Factor | 1.74 | 2.1967 | 1.207 | 1.2123 | 1.0055 | 1.5951 |
Total Trades | 330 | 165 | 165 | 330 | 165 | 165 |
Winning Trades | 107 | 50 | 57 | 107 | 50 | 57 |
Losing Trades | 223 | 115 | 108 | 223 | 115 | 108 |
Profitability (%) | 32.4242 | 30.303 | 34.5455 | 32.4242 | 30.303 | 34.5455 |
Ratio Avg Win / Avg Loss | 3.6265 | 5.0524 | 2.2869 | 2.5265 | 2.3127 | 3.0223 |
Largest Winning Trade | 427167 | 427167 | 44263 | 2560570 | 2560570 | 659683 |
Largest Losing Trade | -35918 | -35918 | -23443 | -558046 | -558046 | -423989 |
Avg Bars in Trades | 27 | 30 | 24 | 27 | 30 | 24 |
Avg Bars in Winners | 56 | 62 | 50 | 56 | 62 | 50 |
Avg Bars in Losers | 13 | 16 | 10 | 13 | 16 | 10 |
Bars Traded | 9001 | 4976 | 4025 | 9001 | 4976 | 4025 |
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 | 317442 | 239781 | -116624 | -14406 | -397403 | -13602 |
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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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