Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 920616.3803 | 816143.8226 | 104472.5577 | 603053.6391 | 667999.0767 | -64945.4376 |
Total P&L (%) | 920.6164 | 816.1438 | 104.4726 | 603.0536 | 667.9991 | -64.9454 |
Avg Daily Profit (%) | 0.3815 | 0.3382 | 0.0433 | 0.0808 | 0.0845 | -0.0434 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133403 | -94474 | -146684 | -2383638 | -1882983 | -1050502 |
Profit Factor | 1.6532 | 2.1096 | 1.1551 | 1.0385 | 1.0799 | 0.9911 |
Total Trades | 521 | 261 | 260 | 521 | 261 | 260 |
Winning Trades | 164 | 77 | 87 | 164 | 77 | 87 |
Losing Trades | 357 | 184 | 173 | 357 | 184 | 173 |
Profitability (%) | 31.4779 | 29.5019 | 33.4615 | 31.4779 | 29.5019 | 33.4615 |
Ratio Avg Win / Avg Loss | 3.5988 | 5.0412 | 2.2968 | 2.2607 | 2.5805 | 1.9708 |
Largest Winning Trade | 386696 | 386696 | 46996 | 1378988 | 1378988 | 978518 |
Largest Losing Trade | -21926 | -19421 | -21926 | -485813 | -313208 | -485813 |
Avg Bars in Trades | 27 | 25 | 29 | 27 | 25 | 29 |
Avg Bars in Winners | 57 | 56 | 57 | 57 | 56 | 57 |
Avg Bars in Losers | 13 | 13 | 14 | 13 | 13 | 14 |
Bars Traded | 14329 | 6749 | 7580 | 14329 | 6749 | 7580 |
Profit Streak | 13.7297 | 13.8964 | 0 | 13.7297 | 13.8964 | 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 | 328197 | 177943 | -189296 | -265234 | -219548 | -583349 |
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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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