Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216783.576 | 154555.6018 | 62227.9742 | 166971.8564 | 195800.358 | -28828.5015 |
Total P&L (%) | 216.7836 | 154.5556 | 62.228 | 166.9719 | 195.8004 | -28.8285 |
Avg Daily Profit (%) | 0.2081 | 0.1484 | 0.0597 | 0.0943 | 0.1042 | -0.0326 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111153 | -98791 | -66654 | -170457 | -102910 | -167280 |
Profit Factor | 1.2067 | 1.3182 | 1.1105 | 1.108 | 1.283 | 0.9662 |
Total Trades | 588 | 294 | 294 | 588 | 294 | 294 |
Winning Trades | 255 | 121 | 134 | 255 | 121 | 134 |
Losing Trades | 333 | 173 | 160 | 333 | 173 | 160 |
Profitability (%) | 43.3673 | 41.1565 | 45.5782 | 43.3673 | 41.1565 | 45.5782 |
Ratio Avg Win / Avg Loss | 1.5758 | 1.8847 | 1.326 | 1.447 | 1.8343 | 1.1537 |
Largest Winning Trade | 41109 | 41109 | 24771 | 93224 | 93224 | 51809 |
Largest Losing Trade | -26394 | -12074 | -26394 | -73352 | -29658 | -73352 |
Avg Bars in Trades | 41 | 39 | 44 | 41 | 39 | 44 |
Avg Bars in Winners | 57 | 54 | 59 | 57 | 54 | 59 |
Avg Bars in Losers | 30 | 28 | 32 | 30 | 28 | 32 |
Bars Traded | 24689 | 11589 | 13099 | 24689 | 11589 | 13099 |
Profit Streak | 7.814 | 16.1056 | 0 | 7.814 | 16.1056 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341439 | 193168 | -213335 | -167575 | -53793 | -579848 |
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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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