Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 596393.7061 | 347491.4035 | 248902.3026 | 4051995.0137 | 3300207.2838 | 751787.73 |
Total P&L (%) | 596.3937 | 347.4914 | 248.9023 | 4051.995 | 3300.2073 | 751.7877 |
Avg Daily Profit (%) | 0.3542 | 0.2063 | 0.1478 | 0.2215 | 0.2096 | 0.1273 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63888 | -71409 | -50137 | -3615623 | -1260562 | -2934889 |
Profit Factor | 1.5957 | 1.7239 | 1.4776 | 1.3291 | 1.5956 | 1.1111 |
Total Trades | 395 | 198 | 197 | 395 | 198 | 197 |
Winning Trades | 144 | 64 | 80 | 144 | 64 | 80 |
Losing Trades | 251 | 134 | 117 | 251 | 134 | 117 |
Profitability (%) | 36.4557 | 32.3232 | 40.6091 | 36.4557 | 32.3232 | 40.6091 |
Ratio Avg Win / Avg Loss | 2.7813 | 3.6094 | 2.1609 | 2.3168 | 3.3408 | 1.6249 |
Largest Winning Trade | 93199 | 93199 | 54293 | 1983962 | 1983962 | 1476399 |
Largest Losing Trade | -23519 | -15101 | -23519 | -512677 | -497604 | -512677 |
Avg Bars in Trades | 16 | 17 | 16 | 16 | 17 | 16 |
Avg Bars in Winners | 31 | 34 | 29 | 31 | 34 | 29 |
Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
Bars Traded | 6692 | 3441 | 3250 | 6692 | 3441 | 3250 |
Profit Streak | 0 | 0 | 13.1909 | 0 | 0 | 13.1909 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339568 | 173781 | 153132 | 240121 | 180213 | -122223 |
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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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