Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 799236.5325 | 629088.2794 | 170148.2531 | 1942917.9089 | -52486.529 | 1995404.4379 |
Total P&L (%) | 799.2365 | 629.0883 | 170.1483 | 1942.9179 | -52.4865 | 1995.4044 |
Avg Daily Profit (%) | 0.3837 | 0.302 | 0.0817 | 0.1449 | -0.0357 | 0.1462 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92218 | -62614 | -131154 | -2246500 | -1366759 | -1017050 |
Profit Factor | 1.6682 | 1.9394 | 1.3232 | 1.2235 | 0.9897 | 1.5577 |
Total Trades | 325 | 162 | 163 | 325 | 162 | 163 |
Winning Trades | 120 | 51 | 69 | 120 | 51 | 69 |
Losing Trades | 205 | 111 | 94 | 205 | 111 | 94 |
Profitability (%) | 36.9231 | 31.4815 | 42.3313 | 36.9231 | 31.4815 | 42.3313 |
Ratio Avg Win / Avg Loss | 2.8498 | 4.2212 | 1.8026 | 2.0901 | 2.1541 | 2.1221 |
Largest Winning Trade | 243446 | 243446 | 52639 | 1178323 | 1178323 | 669796 |
Largest Losing Trade | -36460 | -36460 | -31868 | -381190 | -381190 | -335657 |
Avg Bars in Trades | 75 | 81 | 70 | 75 | 81 | 70 |
Avg Bars in Winners | 133 | 158 | 115 | 133 | 158 | 115 |
Avg Bars in Losers | 42 | 46 | 36 | 42 | 46 | 36 |
Bars Traded | 24641 | 13212 | 11429 | 24641 | 13212 | 11429 |
Profit Streak | 17.0842 | 0 | 18.2509 | 17.0842 | 0 | 18.2509 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358273 | 204647 | -84674 | -1214 | -584908 | 113413 |
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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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