Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 602086.1593 | 420849.4304 | 181236.7288 | 1692195.0822 | 1425535.4227 | 266659.6595 |
Total P&L (%) | 602.0862 | 420.8494 | 181.2367 | 1692.1951 | 1425.5354 | 266.6597 |
Avg Daily Profit (%) | 0.3219 | 0.225 | 0.0969 | 0.1544 | 0.1458 | 0.0695 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157890 | -110730 | -99084 | -4317994 | -3141334 | -2170069 |
Profit Factor | 1.4324 | 1.6194 | 1.2542 | 1.0691 | 1.1184 | 1.0214 |
Total Trades | 428 | 214 | 214 | 428 | 214 | 214 |
Winning Trades | 189 | 84 | 105 | 189 | 84 | 105 |
Losing Trades | 239 | 130 | 109 | 239 | 130 | 109 |
Profitability (%) | 44.1589 | 39.2523 | 49.0654 | 44.1589 | 39.2523 | 49.0654 |
Ratio Avg Win / Avg Loss | 1.8114 | 2.5062 | 1.302 | 1.3519 | 1.7309 | 1.0603 |
Largest Winning Trade | 101450 | 101450 | 37462 | 1385833 | 1385833 | 701197 |
Largest Losing Trade | -32174 | -27689 | -32174 | -883915 | -883915 | -735017 |
Avg Bars in Trades | 52 | 55 | 48 | 52 | 55 | 48 |
Avg Bars in Winners | 63 | 69 | 58 | 63 | 69 | 58 |
Avg Bars in Losers | 43 | 46 | 39 | 43 | 46 | 39 |
Bars Traded | 22282 | 11799 | 10483 | 22282 | 11799 | 10483 |
Profit Streak | 0 | 0 | 38.569 | 0 | 0 | 38.569 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397766 | 262267 | -62635 | -136933 | -90781 | -295967 |
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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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