Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 503912.711 | 363989.7887 | 139922.9223 | 3224050.8777 | 1749948.3911 | 1474102.4867 |
Total P&L (%) | 503.9127 | 363.9898 | 139.9229 | 3224.0509 | 1749.9484 | 1474.1025 |
Avg Daily Profit (%) | 0.3359 | 0.2427 | 0.0933 | 0.2339 | 0.1947 | 0.1839 |
Buy And Hold Return (%) | 91.947 | 91.947 | 91.947 | 91.947 | 91.947 | 91.947 |
Max Trade Drawdown | -73871 | -57159 | -53155 | -1258684 | -930924 | -696863 |
Profit Factor | 1.4406 | 1.6605 | 1.2361 | 1.2841 | 1.297 | 1.2702 |
Total Trades | 580 | 290 | 290 | 580 | 290 | 290 |
Winning Trades | 387 | 208 | 179 | 387 | 208 | 179 |
Losing Trades | 193 | 82 | 111 | 193 | 82 | 111 |
Profitability (%) | 66.7241 | 71.7241 | 61.7241 | 66.7241 | 71.7241 | 61.7241 |
Ratio Avg Win / Avg Loss | 0.7184 | 0.6546 | 0.7665 | 0.6404 | 0.5113 | 0.7877 |
Largest Winning Trade | 23942 | 22575 | 23942 | 487718 | 226476 | 487718 |
Largest Losing Trade | -42268 | -42268 | -23374 | -484312 | -484312 | -348546 |
Avg Bars in Trades | 30 | 27 | 33 | 30 | 27 | 33 |
Avg Bars in Winners | 23 | 21 | 25 | 23 | 21 | 25 |
Avg Bars in Losers | 44 | 41 | 46 | 44 | 41 | 46 |
Bars Traded | 17803 | 7993 | 9810 | 17803 | 7993 | 9810 |
Profit Streak | 612.7235 | 613.4735 | 612.7235 | 612.7235 | 613.4735 | 612.7235 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504381 | 413355 | -77041 | 475024 | 424066 | 344683 |
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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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