Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 576357.4198 | 403280.6421 | 173076.7776 | 1407817.3966 | 1164570.5585 | 243246.8381 |
Total P&L (%) | 576.3574 | 403.2806 | 173.0768 | 1407.8174 | 1164.5706 | 243.2468 |
Avg Daily Profit (%) | 0.3054 | 0.2137 | 0.0917 | 0.1439 | 0.1345 | 0.0654 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103425 | -76004 | -109918 | -3235187 | -2034596 | -1788157 |
Profit Factor | 1.4975 | 1.6897 | 1.3016 | 1.0845 | 1.1411 | 1.029 |
Total Trades | 308 | 154 | 154 | 308 | 154 | 154 |
Winning Trades | 116 | 45 | 71 | 116 | 45 | 71 |
Losing Trades | 192 | 109 | 83 | 192 | 109 | 83 |
Profitability (%) | 37.6623 | 29.2208 | 46.1039 | 37.6623 | 29.2208 | 46.1039 |
Ratio Avg Win / Avg Loss | 2.4786 | 4.0929 | 1.5216 | 1.7951 | 2.7641 | 1.2029 |
Largest Winning Trade | 102998 | 102998 | 36051 | 1421220 | 1421220 | 875344 |
Largest Losing Trade | -55703 | -21691 | -55703 | -799274 | -489176 | -799274 |
Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Winners | 31 | 40 | 25 | 31 | 40 | 25 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 5446 | 2867 | 2579 | 5446 | 2867 | 2579 |
Profit Streak | 10.0021 | 0 | 10.6687 | 10.0021 | 0 | 10.6687 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327402 | 9234 | -69665 | -129235 | -87861 | -294665 |
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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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