Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 721964.2514 | 601611.4641 | 120352.7873 | 617969.6437 | 368473.0663 | 249496.5774 |
Total P&L (%) | 721.9643 | 601.6115 | 120.3528 | 617.9696 | 368.4731 | 249.4966 |
Avg Daily Profit (%) | 0.3896 | 0.3247 | 0.065 | 0.1064 | 0.0834 | 0.0676 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103561 | -58565 | -90756 | -1023705 | -457472 | -648325 |
Profit Factor | 2.0531 | 2.7583 | 1.3505 | 1.1615 | 1.1973 | 1.1273 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Profitability (%) | 47.1074 | 47.541 | 46.6667 | 47.1074 | 47.541 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.3052 | 3.0436 | 1.5434 | 1.3041 | 1.3211 | 1.2884 |
Largest Winning Trade | 496102 | 496102 | 62641 | 507320 | 507320 | 416999 |
Largest Losing Trade | -47064 | -45110 | -47064 | -605682 | -258915 | -605682 |
Avg Bars in Trades | 29 | 23 | 35 | 29 | 23 | 35 |
Avg Bars in Winners | 44 | 32 | 57 | 44 | 32 | 57 |
Avg Bars in Losers | 16 | 15 | 16 | 16 | 15 | 16 |
Bars Traded | 3586 | 1428 | 2158 | 3586 | 1428 | 2158 |
Profit Streak | 0 | 0 | 50.3568 | 0 | 0 | 50.3568 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469261 | -147992 | -273696 | -93911 | -247521 | -352194 |
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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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