Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568297.2315 | 329967.9189 | 238329.3126 | 3205594.2328 | 2339742.3707 | 865851.8621 |
Total P&L (%) | 568.2972 | 329.9679 | 238.3293 | 3205.5942 | 2339.7424 | 865.8519 |
Avg Daily Profit (%) | 0.3359 | 0.195 | 0.1409 | 0.207 | 0.189 | 0.1341 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84550 | -99917 | -77810 | -629386 | -390203 | -684412 |
Profit Factor | 1.6901 | 1.8461 | 1.5498 | 1.7514 | 2.2746 | 1.3562 |
Total Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Winning Trades | 112 | 49 | 63 | 112 | 49 | 63 |
Losing Trades | 178 | 96 | 82 | 178 | 96 | 82 |
Profitability (%) | 38.6207 | 33.7931 | 43.4483 | 38.6207 | 33.7931 | 43.4483 |
Ratio Avg Win / Avg Loss | 2.6861 | 3.6168 | 2.0172 | 2.7834 | 4.4564 | 1.7652 |
Largest Winning Trade | 88840 | 88840 | 50369 | 816163 | 816163 | 579193 |
Largest Losing Trade | -25579 | -17739 | -25579 | -340287 | -204822 | -340287 |
Avg Bars in Trades | 17 | 17 | 16 | 17 | 17 | 16 |
Avg Bars in Winners | 30 | 33 | 28 | 30 | 33 | 28 |
Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
Bars Traded | 5027 | 2576 | 2451 | 5027 | 2576 | 2451 |
Profit Streak | 20.9001 | 43.5668 | 20.9001 | 20.9001 | 43.5668 | 20.9001 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389743 | 211461 | -4163 | 354333 | 254375 | -13908 |
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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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