Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 520029.4709 | 284879.2724 | 235150.1984 | 2041655.4091 | 2386369.6553 | -344714.2463 |
Total P&L (%) | 520.0295 | 284.8793 | 235.1502 | 2041.6554 | 2386.3697 | -344.7142 |
Avg Daily Profit (%) | 0.3097 | 0.1697 | 0.1401 | 0.1827 | 0.1916 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120956 | -89687 | -82108 | -5230014 | -1836237 | -3992525 |
Profit Factor | 1.5657 | 1.6479 | 1.4903 | 1.1888 | 1.4822 | 0.9412 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 118 | 57 | 61 | 118 | 57 | 61 |
Losing Trades | 140 | 72 | 68 | 140 | 72 | 68 |
Profitability (%) | 45.7364 | 44.186 | 47.2868 | 45.7364 | 44.186 | 47.2868 |
Ratio Avg Win / Avg Loss | 1.8576 | 2.0815 | 1.6614 | 1.4104 | 1.8723 | 1.0492 |
Largest Winning Trade | 58788 | 58788 | 57120 | 2063200 | 2063200 | 1527199 |
Largest Losing Trade | -33484 | -18672 | -33484 | -1337301 | -1018392 | -1337301 |
Avg Bars in Trades | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Winners | 18 | 16 | 20 | 18 | 16 | 20 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 3351 | 1570 | 1781 | 3351 | 1570 | 1781 |
Profit Streak | 9.2067 | 31.7067 | 0 | 9.2067 | 31.7067 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447510 | 334291 | -4698 | -4343 | 326788 | -580100 |
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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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