Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 647745.198 | 396471.7807 | 251273.4174 | 1374224.5229 | 420881.9235 | 953342.5994 |
Total P&L (%) | 647.7452 | 396.4718 | 251.2734 | 1374.2245 | 420.8819 | 953.3426 |
Avg Daily Profit (%) | 0.3589 | 0.2197 | 0.1392 | 0.1492 | 0.0915 | 0.1305 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81272 | -71832 | -50926 | -2070433 | -1861326 | -1714954 |
Profit Factor | 1.7704 | 1.8929 | 1.6334 | 1.1081 | 1.0656 | 1.1515 |
Total Trades | 283 | 142 | 141 | 283 | 142 | 141 |
Winning Trades | 129 | 57 | 72 | 129 | 57 | 72 |
Losing Trades | 154 | 85 | 69 | 154 | 85 | 69 |
Profitability (%) | 45.583 | 40.1408 | 51.0638 | 45.583 | 40.1408 | 51.0638 |
Ratio Avg Win / Avg Loss | 2.1135 | 2.8227 | 1.5653 | 1.3229 | 1.589 | 1.1035 |
Largest Winning Trade | 307446 | 307446 | 53115 | 1444197 | 1444197 | 555859 |
Largest Losing Trade | -47316 | -24293 | -47316 | -1323578 | -379454 | -1323578 |
Avg Bars in Trades | 37 | 34 | 41 | 37 | 34 | 41 |
Avg Bars in Winners | 52 | 46 | 57 | 52 | 46 | 57 |
Avg Bars in Losers | 25 | 26 | 25 | 25 | 26 | 25 |
Bars Traded | 10725 | 4844 | 5881 | 10725 | 4844 | 5881 |
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 | 450549 | 265334 | -4142 | -95317 | -222141 | -72245 |
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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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