Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 654977.6359 | 490580.4302 | 164397.2057 | 2432470.8061 | 2137702.2937 | 294768.5124 |
Total P&L (%) | 654.9776 | 490.5804 | 164.3972 | 2432.4708 | 2137.7023 | 294.7685 |
Avg Daily Profit (%) | 0.3448 | 0.2583 | 0.0866 | 0.1703 | 0.1638 | 0.0723 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105298 | -81356 | -109918 | -6140283 | -3967313 | -3358475 |
Profit Factor | 1.5438 | 1.8181 | 1.2718 | 1.0769 | 1.1365 | 1.0185 |
Total Trades | 318 | 159 | 159 | 318 | 159 | 159 |
Winning Trades | 119 | 47 | 72 | 119 | 47 | 72 |
Losing Trades | 199 | 112 | 87 | 199 | 112 | 87 |
Profitability (%) | 37.4214 | 29.5597 | 45.283 | 37.4214 | 29.5597 | 45.283 |
Ratio Avg Win / Avg Loss | 2.5816 | 4.3326 | 1.5367 | 1.8009 | 2.7083 | 1.2306 |
Largest Winning Trade | 102998 | 102998 | 36051 | 2669302 | 2669302 | 1644051 |
Largest Losing Trade | -55703 | -21691 | -55703 | -1501177 | -918759 | -1501177 |
Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Winners | 31 | 40 | 26 | 31 | 40 | 26 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 5623 | 2963 | 2659 | 5623 | 2963 | 2659 |
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 | 324340 | 86604 | -77656 | -129985 | -70669 | -297881 |
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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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