Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1036182.2817 | 876600.1357 | 159582.1461 | 1516804.2104 | 361673.5435 | 1155130.6669 |
Total P&L (%) | 1036.1823 | 876.6001 | 159.5821 | 1516.8042 | 361.6735 | 1155.1307 |
Avg Daily Profit (%) | 0.4491 | 0.3799 | 0.0692 | 0.1207 | 0.0663 | 0.1097 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165413 | -92552 | -282012 | -1782070 | -1173505 | -985665 |
Profit Factor | 1.5706 | 2.012 | 1.1681 | 1.1943 | 1.0869 | 1.3172 |
Total Trades | 438 | 219 | 219 | 438 | 219 | 219 |
Winning Trades | 165 | 74 | 91 | 165 | 74 | 91 |
Losing Trades | 273 | 145 | 128 | 273 | 145 | 128 |
Profitability (%) | 37.6712 | 33.79 | 41.5525 | 37.6712 | 33.79 | 41.5525 |
Ratio Avg Win / Avg Loss | 2.5987 | 3.9424 | 1.643 | 1.9761 | 2.1297 | 1.8527 |
Largest Winning Trade | 500007 | 500007 | 57413 | 466405 | 466405 | 401322 |
Largest Losing Trade | -28695 | -19804 | -28695 | -359050 | -359050 | -245931 |
Avg Bars in Trades | 31 | 28 | 34 | 31 | 28 | 34 |
Avg Bars in Winners | 55 | 54 | 56 | 55 | 54 | 56 |
Avg Bars in Losers | 16 | 15 | 18 | 16 | 15 | 18 |
Bars Traded | 13735 | 6286 | 7449 | 13735 | 6286 | 7449 |
Profit Streak | 18.0316 | 25.5316 | 0 | 18.0316 | 25.5316 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398706 | 306223 | -137835 | -39053 | -233127 | -47502 |
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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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