Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 577527.5764 | 309577.59 | 267949.9864 | 4213240.8577 | 3212113.3011 | 1001127.5566 |
Total P&L (%) | 577.5276 | 309.5776 | 267.95 | 4213.2409 | 3212.1133 | 1001.1276 |
Avg Daily Profit (%) | 0.3424 | 0.1836 | 0.1589 | 0.2235 | 0.2078 | 0.1423 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82741 | -71991 | -65661 | -2054599 | -1082494 | -1691090 |
Profit Factor | 1.6056 | 1.656 | 1.5562 | 1.625 | 2.1685 | 1.2508 |
Total Trades | 384 | 192 | 192 | 384 | 192 | 192 |
Winning Trades | 144 | 66 | 78 | 144 | 66 | 78 |
Losing Trades | 240 | 126 | 114 | 240 | 126 | 114 |
Profitability (%) | 37.5 | 34.375 | 40.625 | 37.5 | 34.375 | 40.625 |
Ratio Avg Win / Avg Loss | 2.676 | 3.1615 | 2.2744 | 2.7083 | 4.14 | 1.828 |
Largest Winning Trade | 66944 | 66944 | 51109 | 1500730 | 1500730 | 1071886 |
Largest Losing Trade | -30731 | -13452 | -30731 | -377493 | -330441 | -377493 |
Avg Bars in Trades | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Winners | 14 | 15 | 14 | 14 | 15 | 14 |
Avg Bars in Losers | 4 | 5 | 4 | 4 | 5 | 4 |
Bars Traded | 3276 | 1689 | 1587 | 3276 | 1689 | 1587 |
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 | 349861 | 189654 | 256028 | 314596 | 247704 | -4621 |
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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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