Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 578080.6088 | 372898.8502 | 205181.7587 | 2241690.3517 | 1541460.4171 | 700229.9346 |
Total P&L (%) | 578.0806 | 372.8989 | 205.1818 | 2241.6904 | 1541.4604 | 700.2299 |
Avg Daily Profit (%) | 0.5654 | 0.3647 | 0.2007 | 0.3089 | 0.2741 | 0.2036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93232 | -60363 | -95727 | -884405 | -824288 | -934825 |
Profit Factor | 1.7155 | 1.9941 | 1.4741 | 1.535 | 1.774 | 1.3185 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 163 | 76 | 87 | 163 | 76 | 87 |
Losing Trades | 125 | 68 | 57 | 125 | 68 | 57 |
Profitability (%) | 56.5972 | 52.7778 | 60.4167 | 56.5972 | 52.7778 | 60.4167 |
Ratio Avg Win / Avg Loss | 1.3156 | 1.7842 | 0.9658 | 1.1771 | 1.5873 | 0.8638 |
Largest Winning Trade | 228180 | 228180 | 44306 | 1261770 | 1261770 | 457163 |
Largest Losing Trade | -36299 | -27508 | -36299 | -741809 | -281536 | -741809 |
Avg Bars in Trades | 41 | 39 | 43 | 41 | 39 | 43 |
Avg Bars in Winners | 46 | 39 | 52 | 46 | 39 | 52 |
Avg Bars in Losers | 35 | 40 | 29 | 35 | 40 | 29 |
Bars Traded | 11960 | 5698 | 6262 | 11960 | 5698 | 6262 |
Profit Streak | 7.9968 | 0 | 11.4135 | 7.9968 | 0 | 11.4135 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 588143 | 468180 | 337541 | 486888 | 439995 | 319207 |
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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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