Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405101.137 | 323725.3233 | 81375.8137 | 108197.3432 | 170217.8633 | -62020.5201 |
Total P&L (%) | 405.1011 | 323.7253 | 81.3758 | 108.1973 | 170.2179 | -62.0205 |
Avg Daily Profit (%) | 0.1762 | 0.1408 | 0.0354 | 0.0319 | 0.0432 | -0.0421 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143105 | -99569 | -136674 | -500231 | -279414 | -419988 |
Profit Factor | 1.2136 | 1.3791 | 1.078 | 1.0286 | 1.0998 | 0.9702 |
Total Trades | 514 | 257 | 257 | 514 | 257 | 257 |
Winning Trades | 238 | 121 | 117 | 238 | 121 | 117 |
Losing Trades | 276 | 136 | 140 | 276 | 136 | 140 |
Profitability (%) | 46.3035 | 47.0817 | 45.5253 | 46.3035 | 47.0817 | 45.5253 |
Ratio Avg Win / Avg Loss | 1.4074 | 1.5501 | 1.29 | 1.1928 | 1.2361 | 1.1609 |
Largest Winning Trade | 50717 | 50428 | 50717 | 123874 | 81921 | 123874 |
Largest Losing Trade | -44964 | -44964 | -43390 | -238805 | -153730 | -238805 |
Avg Bars in Trades | 13 | 11 | 14 | 13 | 11 | 14 |
Avg Bars in Winners | 14 | 11 | 17 | 14 | 11 | 17 |
Avg Bars in Losers | 11 | 11 | 12 | 11 | 11 | 12 |
Bars Traded | 6794 | 2972 | 3822 | 6794 | 2972 | 3822 |
Profit Streak | 6.0173 | 7.0173 | 0 | 6.0173 | 7.0173 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331082 | -2790 | -280973 | -337135 | -245283 | -579784 |
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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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