Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 636304.3066 | 362183.7007 | 274120.6059 | 6138412.6909 | 7146441.1101 | -1008028.4192 |
Total P&L (%) | 636.3043 | 362.1837 | 274.1206 | 6138.4127 | 7146.4411 | -1008.0284 |
Avg Daily Profit (%) | 0.3779 | 0.2151 | 0.1628 | 0.2457 | 0.2547 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104127 | -87075 | -71802 | -13793444 | -4881287 | -9838220 |
Profit Factor | 1.5403 | 1.6439 | 1.4456 | 1.1351 | 1.3426 | 0.959 |
Total Trades | 483 | 242 | 241 | 483 | 242 | 241 |
Winning Trades | 243 | 116 | 127 | 243 | 116 | 127 |
Losing Trades | 240 | 126 | 114 | 240 | 126 | 114 |
Profitability (%) | 50.3106 | 47.9339 | 52.6971 | 50.3106 | 47.9339 | 52.6971 |
Ratio Avg Win / Avg Loss | 1.5213 | 1.7856 | 1.2976 | 1.1211 | 1.4583 | 0.8608 |
Largest Winning Trade | 68520 | 68520 | 40328 | 5767768 | 5767768 | 3084109 |
Largest Losing Trade | -25318 | -25318 | -20271 | -2847954 | -2380924 | -2847954 |
Avg Bars in Trades | 41 | 38 | 44 | 41 | 38 | 44 |
Avg Bars in Winners | 47 | 44 | 50 | 47 | 44 | 50 |
Avg Bars in Losers | 35 | 32 | 37 | 35 | 32 | 37 |
Bars Traded | 19976 | 9228 | 10748 | 19976 | 9228 | 10748 |
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 | 532284 | 387724 | 335935 | -60927 | 315220 | -579722 |
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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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