Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434543.2658 | 287818.3113 | 146724.9546 | 3105827.0937 | 2120870.9061 | 984956.1876 |
Total P&L (%) | 434.5433 | 287.8183 | 146.725 | 3105.8271 | 2120.8709 | 984.9562 |
Avg Daily Profit (%) | 0.8343 | 0.5526 | 0.2817 | 0.668 | 0.5971 | 0.4588 |
Buy And Hold Return (%) | 79.085 | 79.085 | 79.085 | 79.085 | 79.085 | 79.085 |
Max Trade Drawdown | -52112 | -39378 | -35379 | -699071 | -338656 | -1016915 |
Profit Factor | 1.9667 | 2.2505 | 1.6689 | 1.5289 | 1.7687 | 1.3164 |
Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Winning Trades | 130 | 67 | 63 | 130 | 67 | 63 |
Losing Trades | 131 | 63 | 68 | 131 | 63 | 68 |
Profitability (%) | 49.8084 | 51.5385 | 48.0916 | 49.8084 | 51.5385 | 48.0916 |
Ratio Avg Win / Avg Loss | 1.9818 | 2.1161 | 1.8014 | 1.5407 | 1.6631 | 1.4209 |
Largest Winning Trade | 97882 | 97882 | 19518 | 636724 | 636724 | 355096 |
Largest Losing Trade | -16870 | -10566 | -16870 | -496148 | -338656 | -496148 |
Avg Bars in Trades | 94 | 96 | 92 | 94 | 96 | 92 |
Avg Bars in Winners | 119 | 118 | 119 | 119 | 118 | 119 |
Avg Bars in Losers | 69 | 73 | 66 | 69 | 73 | 66 |
Bars Traded | 24640 | 12579 | 12061 | 24640 | 12579 | 12061 |
Profit Streak | 6.2957 | 10.9207 | 6.2957 | 6.2957 | 10.9207 | 6.2957 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 626396 | 464094 | 100888 | 594721 | 550846 | 345928 |
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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) |
---|