Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557711.9976 | 576692.3408 | -18980.3432 | -38373.3675 | 8599.1742 | -46972.5417 |
Total P&L (%) | 557.712 | 576.6923 | -18.9803 | -38.3734 | 8.5992 | -46.9725 |
Avg Daily Profit (%) | 0.2987 | 0.3088 | -0.0102 | -0.0259 | 0.0044 | -0.034 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222524 | -211654 | -48568 | -1455435 | -1374367 | -276922 |
Profit Factor | 1.4878 | 1.6364 | 0.92 | 0.9913 | 1.0024 | 0.9427 |
Total Trades | 449 | 224 | 225 | 449 | 224 | 225 |
Winning Trades | 213 | 98 | 115 | 213 | 98 | 115 |
Losing Trades | 236 | 126 | 110 | 236 | 126 | 110 |
Profitability (%) | 47.4388 | 43.75 | 51.1111 | 47.4388 | 43.75 | 51.1111 |
Ratio Avg Win / Avg Loss | 1.6485 | 2.104 | 0.88 | 1.0983 | 1.2888 | 0.9018 |
Largest Winning Trade | 575951 | 575951 | 10712 | 636978 | 636978 | 80081 |
Largest Losing Trade | -35869 | -35869 | -9246 | -298590 | -298590 | -106841 |
Avg Bars in Trades | 49 | 94 | 4 | 49 | 94 | 4 |
Avg Bars in Winners | 47 | 97 | 4 | 47 | 97 | 4 |
Avg Bars in Losers | 51 | 91 | 4 | 51 | 91 | 4 |
Bars Traded | 22132 | 21092 | 1040 | 22132 | 21092 | 1040 |
Profit Streak | 2.3089 | 2.3923 | 2.3089 | 2.3089 | 2.3923 | 2.3089 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405157 | 307343 | -581526 | -579080 | -574111 | -581526 |
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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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