Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478790.2639 | 289163.7503 | 189626.5137 | 1232379.126 | 1133275.984 | 99103.1421 |
Total P&L (%) | 478.7903 | 289.1638 | 189.6265 | 1232.3791 | 1133.276 | 99.1031 |
Avg Daily Profit (%) | 0.2844 | 0.1718 | 0.1127 | 0.154 | 0.1494 | 0.0409 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136994 | -120040 | -95889 | -1000097 | -373963 | -655051 |
Profit Factor | 1.3955 | 1.4887 | 1.3065 | 1.3945 | 1.7962 | 1.0583 |
Total Trades | 397 | 199 | 198 | 397 | 199 | 198 |
Winning Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Losing Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Profitability (%) | 42.0655 | 42.2111 | 41.9192 | 42.0655 | 42.2111 | 41.9192 |
Ratio Avg Win / Avg Loss | 1.922 | 2.0381 | 1.8102 | 1.9206 | 2.4591 | 1.4663 |
Largest Winning Trade | 70948 | 70948 | 42323 | 542637 | 542637 | 247327 |
Largest Losing Trade | -26033 | -18281 | -26033 | -257927 | -144114 | -257927 |
Avg Bars in Trades | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Winners | 17 | 17 | 18 | 17 | 17 | 18 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 4998 | 2406 | 2592 | 4998 | 2406 | 2592 |
Profit Streak | 23.7358 | 25.0691 | 23.7358 | 23.7358 | 25.0691 | 23.7358 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390741 | 305542 | -43210 | 365366 | 320999 | -296507 |
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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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