Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412174.4871 | 279625.6223 | 132548.8647 | 835252.3768 | 446327.713 | 388924.6638 |
Total P&L (%) | 412.1745 | 279.6256 | 132.5489 | 835.2524 | 446.3277 | 388.9247 |
Avg Daily Profit (%) | 0.3957 | 0.2684 | 0.1272 | 0.2149 | 0.1631 | 0.1525 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105111 | -97292 | -82662 | -262347 | -214788 | -166810 |
Profit Factor | 1.2785 | 1.3689 | 1.1836 | 1.2711 | 1.2865 | 1.2554 |
Total Trades | 886 | 443 | 443 | 886 | 443 | 443 |
Winning Trades | 401 | 192 | 209 | 401 | 192 | 209 |
Losing Trades | 485 | 251 | 234 | 485 | 251 | 234 |
Profitability (%) | 45.2596 | 43.3409 | 47.1783 | 45.2596 | 43.3409 | 47.1783 |
Ratio Avg Win / Avg Loss | 1.5463 | 1.7896 | 1.3252 | 1.5374 | 1.6819 | 1.4055 |
Largest Winning Trade | 120817 | 120817 | 25624 | 137748 | 137748 | 125555 |
Largest Losing Trade | -21803 | -18059 | -21803 | -62378 | -62378 | -49067 |
Avg Bars in Trades | 28 | 26 | 29 | 28 | 26 | 29 |
Avg Bars in Winners | 38 | 36 | 40 | 38 | 36 | 40 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 24891 | 11677 | 13214 | 24891 | 11677 | 13214 |
Profit Streak | 0 | 5.1037 | 0 | 0 | 5.1037 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498082 | 376321 | -40782 | 455814 | 325798 | 286778 |
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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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