Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 975063.2618 | 721132.4994 | 253930.7624 | 2863392.2951 | 961341.8717 | 1902050.4235 |
Total P&L (%) | 975.0633 | 721.1325 | 253.9308 | 2863.3923 | 961.3419 | 1902.0504 |
Avg Daily Profit (%) | 0.6568 | 0.4857 | 0.171 | 0.2285 | 0.1592 | 0.2021 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112525 | -156024 | -67754 | -1878454 | -2392878 | -1079991 |
Profit Factor | 2.0015 | 2.3235 | 1.5923 | 1.2096 | 1.1243 | 1.3208 |
Total Trades | 257 | 128 | 129 | 257 | 128 | 129 |
Winning Trades | 99 | 38 | 61 | 99 | 38 | 61 |
Losing Trades | 158 | 90 | 68 | 158 | 90 | 68 |
Profitability (%) | 38.5214 | 29.6875 | 47.2868 | 38.5214 | 29.6875 | 47.2868 |
Ratio Avg Win / Avg Loss | 3.1943 | 5.5029 | 1.775 | 1.9304 | 2.6628 | 1.4724 |
Largest Winning Trade | 553312 | 553312 | 31755 | 2224882 | 2224882 | 701145 |
Largest Losing Trade | -24087 | -21795 | -24087 | -560228 | -560228 | -355451 |
Avg Bars in Trades | 17 | 15 | 18 | 17 | 15 | 18 |
Avg Bars in Winners | 29 | 31 | 28 | 29 | 31 | 28 |
Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
Bars Traded | 4404 | 1986 | 2418 | 4404 | 1986 | 2418 |
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 | 464512 | 209247 | 337148 | 218962 | -84104 | 261978 |
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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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