Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 517587.5019 | 339394.4011 | 178193.1008 | 2079104.8596 | 152970.5426 | 1926134.317 |
Total P&L (%) | 517.5875 | 339.3944 | 178.1931 | 2079.1049 | 152.9705 | 1926.1343 |
Avg Daily Profit (%) | 0.4969 | 0.3258 | 0.1711 | 0.2963 | 0.0891 | 0.2893 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84975 | -63573 | -61932 | -2722606 | -2394070 | -1047455 |
Profit Factor | 1.6508 | 1.8161 | 1.4696 | 1.1877 | 1.0236 | 1.4199 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 92 | 42 | 50 | 92 | 42 | 50 |
Losing Trades | 146 | 77 | 69 | 146 | 77 | 69 |
Profitability (%) | 38.6555 | 35.2941 | 42.0168 | 38.6555 | 35.2941 | 42.0168 |
Ratio Avg Win / Avg Loss | 2.6197 | 3.3295 | 2.028 | 1.8849 | 1.8766 | 1.9595 |
Largest Winning Trade | 154904 | 154904 | 32117 | 1215088 | 1215088 | 718362 |
Largest Losing Trade | -22265 | -18277 | -22265 | -521396 | -521396 | -370279 |
Avg Bars in Trades | 103 | 106 | 100 | 103 | 106 | 100 |
Avg Bars in Winners | 155 | 161 | 150 | 155 | 161 | 150 |
Avg Bars in Losers | 70 | 76 | 64 | 70 | 76 | 64 |
Bars Traded | 24646 | 12631 | 12015 | 24646 | 12631 | 12015 |
Profit Streak | 15.3145 | 0 | 17.7312 | 15.3145 | 0 | 17.7312 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400273 | 222653 | 245840 | -6628 | -273394 | 286280 |
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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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