Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604814.2136 | 362940.5562 | 241873.6574 | 2606735.1285 | 3380050.0654 | -773314.9368 |
Total P&L (%) | 604.8142 | 362.9406 | 241.8737 | 2606.7351 | 3380.0501 | -773.3149 |
Avg Daily Profit (%) | 0.4085 | 0.2451 | 0.1634 | 0.223 | 0.24 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150858 | -113523 | -82981 | -12603321 | -8977068 | -9481057 |
Profit Factor | 1.5803 | 1.6701 | 1.4832 | 1.0474 | 1.1212 | 0.9715 |
Total Trades | 339 | 169 | 170 | 339 | 169 | 170 |
Winning Trades | 160 | 76 | 84 | 160 | 76 | 84 |
Losing Trades | 179 | 93 | 86 | 179 | 93 | 86 |
Profitability (%) | 47.1976 | 44.9704 | 49.4118 | 47.1976 | 44.9704 | 49.4118 |
Ratio Avg Win / Avg Loss | 1.768 | 2.0436 | 1.5186 | 1.1718 | 1.372 | 0.9946 |
Largest Winning Trade | 177450 | 177450 | 54687 | 3212099 | 3212099 | 2735019 |
Largest Losing Trade | -27370 | -26626 | -27370 | -3771422 | -3771422 | -2703522 |
Avg Bars in Trades | 51 | 41 | 62 | 51 | 41 | 62 |
Avg Bars in Winners | 68 | 52 | 83 | 68 | 52 | 83 |
Avg Bars in Losers | 36 | 32 | 41 | 36 | 32 | 41 |
Bars Traded | 17616 | 6961 | 10655 | 17616 | 6961 | 10655 |
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 | 482773 | 343582 | 350236 | -159483 | -80450 | -580671 |
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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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