Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1141692.3085 | 925238.5815 | 216453.727 | 7613542.9216 | 6265234.9962 | 1348307.9254 |
Total P&L (%) | 1141.6923 | 925.2386 | 216.4537 | 7613.5429 | 6265.235 | 1348.3079 |
Avg Daily Profit (%) | 0.4785 | 0.3878 | 0.0907 | 0.1823 | 0.1742 | 0.1121 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118174 | -78608 | -95887 | -14271828 | -9819937 | -13594868 |
Profit Factor | 1.809 | 2.4013 | 1.2882 | 1.0728 | 1.1272 | 1.0244 |
Total Trades | 335 | 168 | 167 | 335 | 168 | 167 |
Winning Trades | 151 | 73 | 78 | 151 | 73 | 78 |
Losing Trades | 184 | 95 | 89 | 184 | 95 | 89 |
Profitability (%) | 45.0746 | 43.4524 | 46.7066 | 45.0746 | 43.4524 | 46.7066 |
Ratio Avg Win / Avg Loss | 2.2043 | 3.125 | 1.4699 | 1.3072 | 1.4669 | 1.1688 |
Largest Winning Trade | 310335 | 310335 | 71697 | 11133095 | 11133095 | 6699845 |
Largest Losing Trade | -38056 | -30751 | -38056 | -5204677 | -2678852 | -5204677 |
Avg Bars in Trades | 13 | 12 | 15 | 13 | 12 | 15 |
Avg Bars in Winners | 23 | 20 | 25 | 23 | 20 | 25 |
Avg Bars in Losers | 6 | 5 | 6 | 6 | 5 | 6 |
Bars Traded | 4655 | 2061 | 2594 | 4655 | 2061 | 2594 |
Profit Streak | 4.9287 | 13.4287 | 0 | 4.9287 | 13.4287 | 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 | 526102 | 480668 | -72520 | -131835 | -73696 | -237357 |
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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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