Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 930465.7575 | 707764.7271 | 222701.0304 | 1537887.7737 | 1406849.0025 | 131038.7712 |
Total P&L (%) | 930.4658 | 707.7647 | 222.701 | 1537.8878 | 1406.849 | 131.0388 |
Avg Daily Profit (%) | 0.6275 | 0.4773 | 0.1502 | 0.1887 | 0.1831 | 0.0565 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141022 | -113157 | -56120 | -6571481 | -5554810 | -1861303 |
Profit Factor | 2.0483 | 2.4411 | 1.5616 | 1.0774 | 1.1296 | 1.0145 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 90 | 38 | 52 | 90 | 38 | 52 |
Losing Trades | 124 | 69 | 55 | 124 | 69 | 55 |
Profitability (%) | 42.0561 | 35.514 | 48.5981 | 42.0561 | 35.514 | 48.5981 |
Ratio Avg Win / Avg Loss | 2.822 | 4.4326 | 1.6517 | 1.4845 | 2.0512 | 1.0731 |
Largest Winning Trade | 574767 | 574767 | 46170 | 4363194 | 4363194 | 1314723 |
Largest Losing Trade | -36337 | -25766 | -36337 | -1497378 | -907483 | -1497378 |
Avg Bars in Trades | 81 | 70 | 93 | 81 | 70 | 93 |
Avg Bars in Winners | 128 | 114 | 138 | 128 | 114 | 138 |
Avg Bars in Losers | 48 | 47 | 50 | 48 | 47 | 50 |
Bars Traded | 17531 | 7576 | 9955 | 17531 | 7576 | 9955 |
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 | 490175 | 329646 | 330293 | -129374 | -74816 | -322822 |
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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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