Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1281230.8368 | 1174143.5901 | 107087.2467 | 462509.9831 | 2070837.4615 | -1608327.4784 |
Total P&L (%) | 1281.2308 | 1174.1436 | 107.0872 | 462.51 | 2070.8375 | -1608.3275 |
Avg Daily Profit (%) | 0.5386 | 0.4936 | 0.045 | 0.0726 | 0.1295 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172382 | -117578 | -136464 | -3289370 | -2036106 | -2375702 |
Profit Factor | 2.0529 | 3.0158 | 1.1688 | 1.0367 | 1.382 | 0.7761 |
Total Trades | 315 | 158 | 157 | 315 | 158 | 157 |
Winning Trades | 156 | 76 | 80 | 156 | 76 | 80 |
Losing Trades | 159 | 82 | 77 | 159 | 82 | 77 |
Profitability (%) | 49.5238 | 48.1013 | 50.9554 | 49.5238 | 48.1013 | 50.9554 |
Ratio Avg Win / Avg Loss | 2.0923 | 3.2539 | 1.125 | 1.0566 | 1.4911 | 0.747 |
Largest Winning Trade | 785384 | 785384 | 70079 | 3172440 | 3172440 | 1163764 |
Largest Losing Trade | -55507 | -32589 | -55507 | -1496534 | -514234 | -1496534 |
Avg Bars in Trades | 44 | 39 | 48 | 44 | 39 | 48 |
Avg Bars in Winners | 62 | 57 | 66 | 62 | 57 | 66 |
Avg Bars in Losers | 26 | 23 | 29 | 26 | 23 | 29 |
Bars Traded | 13902 | 6285 | 7617 | 13902 | 6285 | 7617 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 586668 | 570303 | -167246 | -274651 | -19643 | -580387 |
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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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