Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 591457.2925 | 403708.362 | 187748.9305 | 2087150.0146 | 524573.6755 | 1562576.3391 |
Total P&L (%) | 591.4573 | 403.7084 | 187.7489 | 2087.15 | 524.5737 | 1562.5763 |
Avg Daily Profit (%) | 0.2487 | 0.1697 | 0.0789 | 0.1298 | 0.077 | 0.1182 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144075 | -149764 | -68210 | -2354937 | -2146874 | -1009748 |
Profit Factor | 1.532 | 1.7215 | 1.34 | 1.1692 | 1.08 | 1.2707 |
Total Trades | 363 | 182 | 181 | 363 | 182 | 181 |
Winning Trades | 141 | 65 | 76 | 141 | 65 | 76 |
Losing Trades | 222 | 117 | 105 | 222 | 117 | 105 |
Profitability (%) | 38.843 | 35.7143 | 41.989 | 38.843 | 35.7143 | 41.989 |
Ratio Avg Win / Avg Loss | 2.4121 | 3.0987 | 1.8513 | 1.8409 | 1.9439 | 1.7555 |
Largest Winning Trade | 169902 | 169902 | 43506 | 1872038 | 1872038 | 817929 |
Largest Losing Trade | -24645 | -24645 | -19802 | -544677 | -376344 | -544677 |
Avg Bars in Trades | 19 | 20 | 17 | 19 | 20 | 17 |
Avg Bars in Winners | 32 | 37 | 27 | 32 | 37 | 27 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 7048 | 3802 | 3245 | 7048 | 3802 | 3245 |
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 | 320512 | 206815 | -88572 | -54777 | -226010 | -36161 |
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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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