Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 665317.622 | 494289.8694 | 171027.7526 | 4285658.6883 | 593252.1795 | 3692406.5088 |
Total P&L (%) | 665.3176 | 494.2899 | 171.0278 | 4285.6587 | 593.2522 | 3692.4065 |
Avg Daily Profit (%) | 0.3592 | 0.2669 | 0.0923 | 0.2044 | 0.1046 | 0.1965 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101237 | -79498 | -80329 | -6450929 | -4040079 | -2760286 |
Profit Factor | 1.4477 | 1.6573 | 1.233 | 1.0898 | 1.0236 | 1.1632 |
Total Trades | 639 | 319 | 320 | 639 | 319 | 320 |
Winning Trades | 217 | 106 | 111 | 217 | 106 | 111 |
Losing Trades | 422 | 213 | 209 | 422 | 213 | 209 |
Profitability (%) | 33.9593 | 33.2288 | 34.6875 | 33.9593 | 33.2288 | 34.6875 |
Ratio Avg Win / Avg Loss | 2.8154 | 3.3302 | 2.3216 | 2.1194 | 2.057 | 2.1901 |
Largest Winning Trade | 127992 | 127992 | 48575 | 1461701 | 1461701 | 1323835 |
Largest Losing Trade | -17189 | -11645 | -17189 | -1002849 | -1002849 | -615116 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 21 | 22 | 21 | 21 | 22 | 21 |
Avg Bars in Losers | 6 | 6 | 5 | 6 | 6 | 5 |
Bars Traded | 7341 | 3760 | 3581 | 7341 | 3760 | 3581 |
Profit Streak | 6.8511 | 0 | 8.1011 | 6.8511 | 0 | 8.1011 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344167 | 223198 | -72775 | -114487 | -251456 | -35828 |
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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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