Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 717239.5318 | 581574.2894 | 135665.2425 | 517229.0033 | 333399.1633 | 183829.84 |
Total P&L (%) | 717.2395 | 581.5743 | 135.6652 | 517.229 | 333.3992 | 183.8298 |
Avg Daily Profit (%) | 0.4467 | 0.3622 | 0.0845 | 0.1134 | 0.0914 | 0.065 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177422 | -148091 | -91029 | -459065 | -283944 | -259048 |
Profit Factor | 1.5942 | 1.9385 | 1.2309 | 1.1711 | 1.2214 | 1.1212 |
Total Trades | 445 | 223 | 222 | 445 | 223 | 222 |
Winning Trades | 186 | 85 | 101 | 186 | 85 | 101 |
Losing Trades | 259 | 138 | 121 | 259 | 138 | 121 |
Profitability (%) | 41.7978 | 38.1166 | 45.4955 | 41.7978 | 38.1166 | 45.4955 |
Ratio Avg Win / Avg Loss | 2.2198 | 3.1472 | 1.4747 | 1.6308 | 1.983 | 1.3432 |
Largest Winning Trade | 401142 | 401142 | 50782 | 254637 | 254637 | 211784 |
Largest Losing Trade | -33854 | -25021 | -33854 | -106258 | -67796 | -106258 |
Avg Bars in Trades | 14 | 11 | 16 | 14 | 11 | 16 |
Avg Bars in Winners | 25 | 20 | 29 | 25 | 20 | 29 |
Avg Bars in Losers | 5 | 5 | 6 | 5 | 5 | 6 |
Bars Traded | 6303 | 2550 | 3753 | 6303 | 2550 | 3753 |
Profit Streak | 0 | 0 | 15.2018 | 0 | 0 | 15.2018 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451888 | 337443 | -80778 | -72934 | -73998 | -193647 |
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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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