Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 437648.3144 | 239776.4709 | 197871.8436 | 1731826.4717 | 673372.2506 | 1058454.221 |
Total P&L (%) | 437.6483 | 239.7765 | 197.8718 | 1731.8265 | 673.3723 | 1058.4542 |
Avg Daily Profit (%) | 0.4201 | 0.2302 | 0.19 | 0.2795 | 0.1966 | 0.2354 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43898 | -51656 | -27312 | -760563 | -555953 | -479862 |
Profit Factor | 1.7461 | 1.7356 | 1.7593 | 1.3316 | 1.2314 | 1.4577 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 128 | 66 | 62 | 128 | 66 | 62 |
Losing Trades | 116 | 56 | 60 | 116 | 56 | 60 |
Profitability (%) | 52.459 | 54.0984 | 50.8197 | 52.459 | 54.0984 | 50.8197 |
Ratio Avg Win / Avg Loss | 1.5824 | 1.4726 | 1.7025 | 1.2068 | 1.0448 | 1.4107 |
Largest Winning Trade | 159823 | 159823 | 38108 | 374980 | 374980 | 331070 |
Largest Losing Trade | -18666 | -18666 | -16817 | -277454 | -277454 | -213612 |
Avg Bars in Trades | 100 | 84 | 117 | 100 | 84 | 117 |
Avg Bars in Winners | 91 | 65 | 117 | 91 | 65 | 117 |
Avg Bars in Losers | 111 | 105 | 117 | 111 | 105 | 117 |
Bars Traded | 24620 | 10268 | 14352 | 24620 | 10268 | 14352 |
Profit Streak | 0 | 0 | 9.6762 | 0 | 0 | 9.6762 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518699 | 372921 | 410828 | 381239 | 287060 | 357460 |
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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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