Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 507008.7021 | 339435.3795 | 167573.3226 | 1082678.5848 | 1010971.4913 | 71707.0936 |
Total P&L (%) | 507.0087 | 339.4354 | 167.5733 | 1082.6786 | 1010.9715 | 71.7071 |
Avg Daily Profit (%) | 0.2987 | 0.2 | 0.0987 | 0.1456 | 0.1419 | 0.0319 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153471 | -168002 | -92477 | -460138 | -209553 | -337318 |
Profit Factor | 1.4736 | 1.6234 | 1.3185 | 1.403 | 1.7701 | 1.0522 |
Total Trades | 305 | 153 | 152 | 305 | 153 | 152 |
Winning Trades | 135 | 61 | 74 | 135 | 61 | 74 |
Losing Trades | 170 | 92 | 78 | 170 | 92 | 78 |
Profitability (%) | 44.2623 | 39.8693 | 48.6842 | 44.2623 | 39.8693 | 48.6842 |
Ratio Avg Win / Avg Loss | 1.8556 | 2.4484 | 1.3898 | 1.7667 | 2.6696 | 1.1091 |
Largest Winning Trade | 86440 | 86440 | 38430 | 382818 | 382818 | 205262 |
Largest Losing Trade | -36309 | -29241 | -36309 | -154804 | -102475 | -154804 |
Avg Bars in Trades | 10 | 11 | 10 | 10 | 11 | 10 |
Avg Bars in Winners | 15 | 16 | 14 | 15 | 16 | 14 |
Avg Bars in Losers | 7 | 8 | 6 | 7 | 8 | 6 |
Bars Traded | 3329 | 1719 | 1610 | 3329 | 1719 | 1610 |
Profit Streak | 20.8546 | 20.8546 | 25.8546 | 20.8546 | 20.8546 | 25.8546 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426037 | 281913 | -60436 | 155289 | -2635 | -312900 |
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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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