Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 421826.3183 | 297443.1351 | 124383.1832 | 310008.4054 | 582315.4399 | -272307.0345 |
Total P&L (%) | 421.8263 | 297.4431 | 124.3832 | 310.0084 | 582.3154 | -272.307 |
Avg Daily Profit (%) | 0.2948 | 0.2079 | 0.0869 | 0.0987 | 0.1343 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171862 | -79541 | -168853 | -2080724 | -1168488 | -1482082 |
Profit Factor | 1.1995 | 1.2821 | 1.1173 | 1.02 | 1.0771 | 0.9657 |
Total Trades | 1146 | 573 | 573 | 1146 | 573 | 573 |
Winning Trades | 590 | 295 | 295 | 590 | 295 | 295 |
Losing Trades | 556 | 278 | 278 | 556 | 278 | 278 |
Profitability (%) | 51.4834 | 51.4834 | 51.4834 | 51.4834 | 51.4834 | 51.4834 |
Ratio Avg Win / Avg Loss | 1.1303 | 1.2082 | 1.0529 | 0.9612 | 1.015 | 0.9101 |
Largest Winning Trade | 47092 | 47092 | 32357 | 194218 | 174907 | 194218 |
Largest Losing Trade | -63032 | -26581 | -63032 | -399892 | -343290 | -399892 |
Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 8497 | 4375 | 4122 | 8497 | 4375 | 4122 |
Profit Streak | 8.381 | 17.7143 | 8.381 | 8.381 | 17.7143 | 8.381 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 557708 | 435553 | -164383 | -253245 | -144589 | -576744 |
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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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