Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629966.7472 | 386953.6156 | 243013.1316 | 1455054.8222 | -287673.9394 | 1742728.7617 |
Total P&L (%) | 629.9667 | 386.9536 | 243.0131 | 1455.0548 | -287.6739 | 1742.7288 |
Avg Daily Profit (%) | 0.3491 | 0.2144 | 0.1347 | 0.1522 | 0 | 0.1616 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101115 | -76666 | -57453 | -1381996 | -1184804 | -725053 |
Profit Factor | 1.5735 | 1.6793 | 1.4595 | 1.1237 | 0.9517 | 1.3003 |
Total Trades | 649 | 325 | 324 | 649 | 325 | 324 |
Winning Trades | 245 | 109 | 136 | 245 | 109 | 136 |
Losing Trades | 404 | 216 | 188 | 404 | 216 | 188 |
Profitability (%) | 37.7504 | 33.5385 | 41.9753 | 37.7504 | 33.5385 | 41.9753 |
Ratio Avg Win / Avg Loss | 2.5947 | 3.3278 | 2.0176 | 1.8529 | 1.886 | 1.7975 |
Largest Winning Trade | 300941 | 300941 | 56116 | 731918 | 731918 | 614357 |
Largest Losing Trade | -19850 | -19850 | -18876 | -245278 | -194925 | -245278 |
Avg Bars in Trades | 32 | 28 | 37 | 32 | 28 | 37 |
Avg Bars in Winners | 58 | 51 | 64 | 58 | 51 | 64 |
Avg Bars in Losers | 17 | 16 | 18 | 17 | 16 | 18 |
Bars Traded | 21372 | 9186 | 12187 | 21372 | 9186 | 12187 |
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 | 388992 | 214049 | -13057 | -77113 | -582980 | 249279 |
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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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