Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 827513.8545 | 580859.4228 | 246654.4317 | 4362864.9512 | 7296522.673 | -2933657.7218 |
Total P&L (%) | 827.5139 | 580.8594 | 246.6544 | 4362.865 | 7296.5227 | -2933.6577 |
Avg Daily Profit (%) | 0.4285 | 0.3008 | 0.1277 | 0.1969 | 0.2231 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107277 | -68323 | -145898 | -8159658 | -5603917 | -10613498 |
Profit Factor | 1.3697 | 1.5159 | 1.2217 | 1.046 | 1.1525 | 0.9377 |
Total Trades | 760 | 380 | 380 | 760 | 380 | 380 |
Winning Trades | 392 | 180 | 212 | 392 | 180 | 212 |
Losing Trades | 368 | 200 | 168 | 368 | 200 | 168 |
Profitability (%) | 51.5789 | 47.3684 | 55.7895 | 51.5789 | 47.3684 | 55.7895 |
Ratio Avg Win / Avg Loss | 1.2858 | 1.6844 | 0.9681 | 0.9819 | 1.2806 | 0.743 |
Largest Winning Trade | 84281 | 84281 | 30434 | 3879900 | 3879900 | 1136624 |
Largest Losing Trade | -63781 | -28115 | -63781 | -6191340 | -1596288 | -6191340 |
Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 5585 | 2793 | 2792 | 5585 | 2793 | 2792 |
Profit Streak | 10.3967 | 10.3967 | 12.73 | 10.3967 | 10.3967 | 12.73 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 595185 | 475147 | -21014 | -157571 | -42708 | -577236 |
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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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