Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 686590.9053 | 591575.3441 | 95015.5611 | 1383429.1499 | 775209.503 | 608219.6469 |
Total P&L (%) | 686.5909 | 591.5753 | 95.0156 | 1383.4292 | 775.2095 | 608.2196 |
Avg Daily Profit (%) | 0.3717 | 0.3203 | 0.0514 | 0.1461 | 0.1175 | 0.106 |
Buy And Hold Return (%) | 49.0363 | 49.0363 | 49.0363 | 49.0363 | 49.0363 | 49.0363 |
Max Trade Drawdown | -76182 | -91944 | -76107 | -2189175 | -1993774 | -1332876 |
Profit Factor | 1.5685 | 1.9911 | 1.1556 | 1.0615 | 1.0701 | 1.0532 |
Total Trades | 545 | 273 | 272 | 545 | 273 | 272 |
Winning Trades | 252 | 119 | 133 | 252 | 119 | 133 |
Losing Trades | 293 | 154 | 139 | 293 | 154 | 139 |
Profitability (%) | 46.2385 | 43.5897 | 48.8971 | 46.2385 | 43.5897 | 48.8971 |
Ratio Avg Win / Avg Loss | 1.8237 | 2.5767 | 1.2077 | 1.2342 | 1.3849 | 1.1007 |
Largest Winning Trade | 306819 | 306819 | 60207 | 1071198 | 1071198 | 921237 |
Largest Losing Trade | -26898 | -26898 | -22110 | -542092 | -542092 | -484108 |
Avg Bars in Trades | 39 | 34 | 44 | 39 | 34 | 44 |
Avg Bars in Winners | 58 | 48 | 67 | 58 | 48 | 67 |
Avg Bars in Losers | 23 | 23 | 22 | 23 | 23 | 22 |
Bars Traded | 21532 | 9404 | 12128 | 21532 | 9404 | 12128 |
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 | 494145 | 404222 | -180486 | -149040 | -180710 | -212584 |
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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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