Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 958225.3025 | 719666.0274 | 238559.2751 | 2067605.9153 | 701989.4076 | 1365616.5077 |
Total P&L (%) | 958.2253 | 719.666 | 238.5593 | 2067.6059 | 701.9894 | 1365.6165 |
Avg Daily Profit (%) | 0.647 | 0.4859 | 0.1611 | 0.2079 | 0.1407 | 0.1815 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116238 | -158895 | -68730 | -2011472 | -2085013 | -808327 |
Profit Factor | 1.9346 | 2.247 | 1.5322 | 1.1773 | 1.1073 | 1.2668 |
Total Trades | 277 | 138 | 139 | 277 | 138 | 139 |
Winning Trades | 104 | 39 | 65 | 104 | 39 | 65 |
Losing Trades | 173 | 99 | 74 | 173 | 99 | 74 |
Profitability (%) | 37.5451 | 28.2609 | 46.7626 | 37.5451 | 28.2609 | 46.7626 |
Ratio Avg Win / Avg Loss | 3.2181 | 5.704 | 1.7444 | 1.9584 | 2.8109 | 1.4422 |
Largest Winning Trade | 553312 | 553312 | 32808 | 2083173 | 2083173 | 770825 |
Largest Losing Trade | -24087 | -21795 | -24087 | -449052 | -449052 | -377060 |
Avg Bars in Trades | 15 | 14 | 17 | 15 | 14 | 17 |
Avg Bars in Winners | 28 | 30 | 26 | 28 | 30 | 26 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 4404 | 1998 | 2406 | 4404 | 1998 | 2406 |
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 | 446956 | -594 | 314478 | -19385 | -121551 | 237343 |
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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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