Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 699451.0642 | 613542.1418 | 85908.9225 | 356027.4289 | 242580.5177 | 113446.9112 |
Total P&L (%) | 699.4511 | 613.5421 | 85.9089 | 356.0274 | 242.5805 | 113.4469 |
Avg Daily Profit (%) | 0.2895 | 0.254 | 0.0356 | 0.0628 | 0.051 | 0.0314 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157135 | -119840 | -179421 | -1971768 | -1035592 | -1495781 |
Profit Factor | 1.3808 | 1.7112 | 1.0882 | 1.0286 | 1.0409 | 1.0174 |
Total Trades | 459 | 229 | 230 | 459 | 229 | 230 |
Winning Trades | 168 | 82 | 86 | 168 | 82 | 86 |
Losing Trades | 291 | 147 | 144 | 291 | 147 | 144 |
Profitability (%) | 36.6013 | 35.8079 | 37.3913 | 36.6013 | 35.8079 | 37.3913 |
Ratio Avg Win / Avg Loss | 2.3917 | 3.0676 | 1.8221 | 1.7817 | 1.8661 | 1.7036 |
Largest Winning Trade | 316153 | 316153 | 53207 | 926805 | 926805 | 452775 |
Largest Losing Trade | -32041 | -22086 | -32041 | -557557 | -256099 | -557557 |
Avg Bars in Trades | 15 | 16 | 14 | 15 | 16 | 14 |
Avg Bars in Winners | 24 | 25 | 23 | 24 | 25 | 23 |
Avg Bars in Losers | 10 | 11 | 9 | 10 | 11 | 9 |
Bars Traded | 7163 | 3777 | 3386 | 7163 | 3777 | 3386 |
Profit Streak | 9.1211 | 0 | 12.1211 | 9.1211 | 0 | 12.1211 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310511 | 257166 | -271156 | -298816 | -303819 | -354547 |
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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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