Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 987354.5637 | 738820.9488 | 248533.615 | 2905236.6758 | 1051358.316 | 1853878.3599 |
Total P&L (%) | 987.3546 | 738.8209 | 248.5336 | 2905.2367 | 1051.3583 | 1853.8784 |
Avg Daily Profit (%) | 0.6692 | 0.5008 | 0.1685 | 0.2309 | 0.1658 | 0.2017 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101379 | -150344 | -67327 | -2470973 | -3336825 | -1222487 |
Profit Factor | 2.0158 | 2.3403 | 1.5907 | 1.1783 | 1.1102 | 1.2747 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 102 | 38 | 64 | 102 | 38 | 64 |
Losing Trades | 160 | 93 | 67 | 160 | 93 | 67 |
Profitability (%) | 38.9313 | 29.0076 | 48.855 | 38.9313 | 29.0076 | 48.855 |
Ratio Avg Win / Avg Loss | 3.1621 | 5.7276 | 1.6652 | 1.8483 | 2.7169 | 1.3345 |
Largest Winning Trade | 553312 | 553312 | 32808 | 3172708 | 3172708 | 829701 |
Largest Losing Trade | -24087 | -17237 | -24087 | -725478 | -725478 | -480585 |
Avg Bars in Trades | 16 | 15 | 18 | 16 | 15 | 18 |
Avg Bars in Winners | 28 | 32 | 27 | 28 | 32 | 27 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 4369 | 1981 | 2388 | 4369 | 1981 | 2388 |
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 | 476029 | 107463 | 358152 | -17625 | -102585 | 273861 |
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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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