Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 598264.034 | 351602.5641 | 246661.47 | 4505339.8888 | 3509098.7735 | 996241.1153 |
Total P&L (%) | 598.264 | 351.6026 | 246.6615 | 4505.3399 | 3509.0988 | 996.2411 |
Avg Daily Profit (%) | 0.3557 | 0.209 | 0.1466 | 0.228 | 0.2134 | 0.1425 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73330 | -99764 | -56485 | -3184355 | -979748 | -2722318 |
Profit Factor | 1.9278 | 2.1609 | 1.7213 | 1.3923 | 1.6923 | 1.1553 |
Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Winning Trades | 79 | 36 | 43 | 79 | 36 | 43 |
Losing Trades | 146 | 77 | 69 | 146 | 77 | 69 |
Profitability (%) | 35.1111 | 31.8584 | 38.3929 | 35.1111 | 31.8584 | 38.3929 |
Ratio Avg Win / Avg Loss | 3.5627 | 4.6219 | 2.762 | 2.5731 | 3.6197 | 1.8538 |
Largest Winning Trade | 109985 | 109985 | 56156 | 2039121 | 2039121 | 1197955 |
Largest Losing Trade | -29174 | -15167 | -29174 | -768798 | -568552 | -768798 |
Avg Bars in Trades | 22 | 19 | 25 | 22 | 19 | 25 |
Avg Bars in Winners | 43 | 38 | 47 | 43 | 38 | 47 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 4989 | 2166 | 2823 | 4989 | 2166 | 2823 |
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 | 312998 | 172014 | 53796 | 205234 | 155809 | -55534 |
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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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