Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 540248.3497 | 423847.347 | 116401.0027 | 1087592.5743 | -1671245.199 | 2758837.7733 |
Total P&L (%) | 540.2484 | 423.8473 | 116.401 | 1087.5926 | -1671.2452 | 2758.8378 |
Avg Daily Profit (%) | 0.2901 | 0.2276 | 0.0625 | 0.133 | 0 | 0.1802 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131291 | -120231 | -95494 | -6985166 | -6955461 | -3657975 |
Profit Factor | 1.3432 | 1.5435 | 1.1466 | 1.0279 | 0.917 | 1.1463 |
Total Trades | 789 | 395 | 394 | 789 | 395 | 394 |
Winning Trades | 272 | 133 | 139 | 272 | 133 | 139 |
Losing Trades | 517 | 262 | 255 | 517 | 262 | 255 |
Profitability (%) | 34.474 | 33.6709 | 35.2792 | 34.474 | 33.6709 | 35.2792 |
Ratio Avg Win / Avg Loss | 2.5531 | 3.0405 | 2.1035 | 1.9537 | 1.8065 | 2.1029 |
Largest Winning Trade | 140603 | 140603 | 47734 | 1727113 | 1657449 | 1727113 |
Largest Losing Trade | -24351 | -24351 | -14247 | -1707911 | -1707911 | -700669 |
Avg Bars in Trades | 14 | 13 | 14 | 14 | 13 | 14 |
Avg Bars in Winners | 25 | 24 | 27 | 25 | 24 | 27 |
Avg Bars in Losers | 7 | 8 | 7 | 7 | 8 | 7 |
Bars Traded | 11132 | 5370 | 5762 | 11132 | 5370 | 5762 |
Profit Streak | 0 | 0 | 8.0155 | 0 | 0 | 8.0155 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310609 | 215153 | -170908 | -205486 | -582563 | -53881 |
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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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