Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607769.0854 | 370560.9572 | 237208.1281 | 4641418.9237 | 7372607.3535 | -2731188.4298 |
Total P&L (%) | 607.7691 | 370.561 | 237.2081 | 4641.4189 | 7372.6074 | -2731.1884 |
Avg Daily Profit (%) | 0.36 | 0.2195 | 0.1405 | 0.2288 | 0.2558 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116046 | -70224 | -100607 | -13769620 | -3860792 | -11958791 |
Profit Factor | 1.5567 | 1.7119 | 1.4153 | 1.1254 | 1.4377 | 0.8645 |
Total Trades | 458 | 229 | 229 | 458 | 229 | 229 |
Winning Trades | 226 | 112 | 114 | 226 | 112 | 114 |
Losing Trades | 232 | 117 | 115 | 232 | 117 | 115 |
Profitability (%) | 49.345 | 48.9083 | 49.7817 | 49.345 | 48.9083 | 49.7817 |
Ratio Avg Win / Avg Loss | 1.598 | 1.7883 | 1.4277 | 1.1553 | 1.5019 | 0.8721 |
Largest Winning Trade | 73329 | 73329 | 48760 | 4152946 | 4152946 | 3330023 |
Largest Losing Trade | -38019 | -22182 | -38019 | -2908466 | -1881089 | -2908466 |
Avg Bars in Trades | 43 | 35 | 52 | 43 | 35 | 52 |
Avg Bars in Winners | 53 | 38 | 68 | 53 | 38 | 68 |
Avg Bars in Losers | 34 | 32 | 36 | 34 | 32 | 36 |
Bars Traded | 20088 | 8076 | 12012 | 20088 | 8076 | 12012 |
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 | 515073 | 405001 | -4138 | -72118 | 387701 | -580220 |
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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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