Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 657999.4679 | 468564.2686 | 189435.1992 | 1341656.506 | 886328.2013 | 455328.3047 |
Total P&L (%) | 657.9995 | 468.5643 | 189.4352 | 1341.6565 | 886.3282 | 455.3283 |
Avg Daily Profit (%) | 0.354 | 0.2521 | 0.1019 | 0.1437 | 0.1232 | 0.0923 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124353 | -96335 | -116074 | -1100450 | -578519 | -765058 |
Profit Factor | 1.3252 | 1.4786 | 1.1814 | 1.1717 | 1.2291 | 1.1153 |
Total Trades | 611 | 305 | 306 | 611 | 305 | 306 |
Winning Trades | 216 | 105 | 111 | 216 | 105 | 111 |
Losing Trades | 395 | 200 | 195 | 395 | 200 | 195 |
Profitability (%) | 35.3519 | 34.4262 | 36.2745 | 35.3519 | 34.4262 | 36.2745 |
Ratio Avg Win / Avg Loss | 2.4234 | 2.8163 | 2.0755 | 2.1426 | 2.3412 | 1.9594 |
Largest Winning Trade | 116659 | 116659 | 47258 | 464133 | 464133 | 330284 |
Largest Losing Trade | -24532 | -14461 | -24532 | -251508 | -207583 | -251508 |
Avg Bars in Trades | 36 | 36 | 35 | 36 | 36 | 35 |
Avg Bars in Winners | 67 | 67 | 67 | 67 | 67 | 67 |
Avg Bars in Losers | 19 | 20 | 17 | 19 | 20 | 17 |
Bars Traded | 22206 | 11246 | 10961 | 22206 | 11246 | 10961 |
Profit Streak | 9.5966 | 0 | 22.4299 | 9.5966 | 0 | 22.4299 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319105 | 192081 | -80025 | -33265 | -32352 | -165563 |
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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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