Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 507693.9524 | 374515.0547 | 133178.8977 | 614494.8014 | 1079099.6148 | -464604.8134 |
Total P&L (%) | 507.694 | 374.5151 | 133.1789 | 614.4948 | 1079.0996 | -464.6048 |
Avg Daily Profit (%) | 0.2697 | 0.1989 | 0.0707 | 0.1045 | 0.1312 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223939 | -138337 | -131638 | -1899019 | -847065 | -1445065 |
Profit Factor | 1.3513 | 1.5223 | 1.1829 | 1.0669 | 1.2473 | 0.9035 |
Total Trades | 458 | 229 | 229 | 458 | 229 | 229 |
Winning Trades | 205 | 97 | 108 | 205 | 97 | 108 |
Losing Trades | 253 | 132 | 121 | 253 | 132 | 121 |
Profitability (%) | 44.7598 | 42.3581 | 47.1616 | 44.7598 | 42.3581 | 47.1616 |
Ratio Avg Win / Avg Loss | 1.6677 | 2.0715 | 1.3253 | 1.3168 | 1.6973 | 1.0123 |
Largest Winning Trade | 98925 | 98925 | 41973 | 478126 | 478126 | 319772 |
Largest Losing Trade | -43747 | -28256 | -43747 | -478051 | -335167 | -478051 |
Avg Bars in Trades | 48 | 51 | 46 | 48 | 51 | 46 |
Avg Bars in Winners | 63 | 67 | 60 | 63 | 67 | 60 |
Avg Bars in Losers | 37 | 39 | 34 | 37 | 39 | 34 |
Bars Traded | 22412 | 11756 | 10656 | 22412 | 11756 | 10656 |
Profit Streak | 11.4614 | 14.128 | 0 | 11.4614 | 14.128 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400684 | 303532 | -118293 | -198942 | -18379 | -579572 |
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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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