Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116792.1672 | 95091.3537 | 21700.8135 | 62217.3299 | 123394.6332 | -61177.3032 |
Total P&L (%) | 116.7922 | 95.0914 | 21.7008 | 62.2173 | 123.3946 | -61.1773 |
Avg Daily Profit (%) | 0.2242 | 0.1826 | 0.0417 | 0.0929 | 0.1544 | -0.1815 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77492 | -71113 | -64199 | -166478 | -127254 | -186378 |
Profit Factor | 1.1534 | 1.2451 | 1.0582 | 1.044 | 1.18 | 0.916 |
Total Trades | 511 | 256 | 255 | 511 | 256 | 255 |
Winning Trades | 295 | 141 | 154 | 295 | 141 | 154 |
Losing Trades | 216 | 115 | 101 | 216 | 115 | 101 |
Profitability (%) | 57.7299 | 55.0781 | 60.3922 | 57.7299 | 55.0781 | 60.3922 |
Ratio Avg Win / Avg Loss | 0.8446 | 1.0155 | 0.694 | 0.7644 | 0.9624 | 0.6008 |
Largest Winning Trade | 22399 | 22399 | 10455 | 42750 | 42750 | 22114 |
Largest Losing Trade | -35090 | -17802 | -35090 | -69588 | -25377 | -69588 |
Avg Bars in Trades | 48 | 49 | 47 | 48 | 49 | 47 |
Avg Bars in Winners | 37 | 36 | 38 | 37 | 36 | 38 |
Avg Bars in Losers | 64 | 66 | 61 | 64 | 66 | 61 |
Bars Traded | 24874 | 12728 | 12146 | 24874 | 12728 | 12146 |
Profit Streak | 2.0713 | 9.1129 | 0 | 2.0713 | 9.1129 | 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 | -44477 | 347126 | -299672 | -242130 | -14583 | -579221 |
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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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