Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 921005.2843 | 860925.6809 | 60079.6034 | 330189.9035 | 9955.2572 | 320234.6462 |
Total P&L (%) | 921.0053 | 860.9257 | 60.0796 | 330.1899 | 9.9553 | 320.2346 |
Avg Daily Profit (%) | 0.3965 | 0.3706 | 0.0259 | 0.0628 | 0.0041 | 0.0618 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173384 | -102166 | -286052 | -546189 | -523760 | -305875 |
Profit Factor | 1.5263 | 2.0136 | 1.0667 | 1.1177 | 1.0063 | 1.261 |
Total Trades | 388 | 194 | 194 | 388 | 194 | 194 |
Winning Trades | 134 | 59 | 75 | 134 | 59 | 75 |
Losing Trades | 254 | 135 | 119 | 254 | 135 | 119 |
Profitability (%) | 34.5361 | 30.4124 | 38.6598 | 34.5361 | 30.4124 | 38.6598 |
Ratio Avg Win / Avg Loss | 2.8931 | 4.6075 | 1.6925 | 2.1186 | 2.3026 | 2.0007 |
Largest Winning Trade | 488754 | 488754 | 56300 | 405939 | 405939 | 108820 |
Largest Losing Trade | -30887 | -23542 | -30887 | -100116 | -100116 | -81183 |
Avg Bars in Trades | 17 | 17 | 16 | 17 | 17 | 16 |
Avg Bars in Winners | 31 | 36 | 28 | 31 | 36 | 28 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 6753 | 3478 | 3274 | 6753 | 3478 | 3274 |
Profit Streak | 8.7119 | 10.0453 | 0 | 8.7119 | 10.0453 | 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 | 333251 | 255799 | -308696 | -202034 | -571833 | -113095 |
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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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