Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 666709.6387 | 401008.6077 | 265701.0311 | 8101604.3945 | 6997763.2643 | 1103841.1303 |
Total P&L (%) | 666.7096 | 401.0086 | 265.701 | 8101.6044 | 6997.7633 | 1103.8411 |
Avg Daily Profit (%) | 0.3935 | 0.2367 | 0.1568 | 0.2604 | 0.2519 | 0.147 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55054 | -64330 | -45859 | -4319415 | -1442002 | -3361937 |
Profit Factor | 1.6986 | 1.8846 | 1.5303 | 1.5799 | 2.1689 | 1.1383 |
Total Trades | 371 | 186 | 185 | 371 | 186 | 185 |
Winning Trades | 145 | 66 | 79 | 145 | 66 | 79 |
Losing Trades | 226 | 120 | 106 | 226 | 120 | 106 |
Profitability (%) | 39.0836 | 35.4839 | 42.7027 | 39.0836 | 35.4839 | 42.7027 |
Ratio Avg Win / Avg Loss | 2.6474 | 3.4265 | 2.0533 | 2.4625 | 3.9434 | 1.5273 |
Largest Winning Trade | 88582 | 88582 | 54293 | 2426714 | 2426714 | 1805881 |
Largest Losing Trade | -23519 | -15101 | -23519 | -668939 | -538351 | -668939 |
Avg Bars in Trades | 18 | 18 | 17 | 18 | 18 | 17 |
Avg Bars in Winners | 32 | 34 | 30 | 32 | 34 | 30 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 6735 | 3433 | 3302 | 6735 | 3433 | 3302 |
Profit Streak | 8.4435 | 10.9435 | 0 | 8.4435 | 10.9435 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415938 | 259403 | 277469 | 363734 | 298835 | -65900 |
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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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