Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501297.3255 | 404896.2621 | 96401.0634 | 304510.788 | 712480.7151 | -407969.9271 |
Total P&L (%) | 501.2973 | 404.8963 | 96.4011 | 304.5108 | 712.4807 | -407.9699 |
Avg Daily Profit (%) | 0.2004 | 0.1619 | 0.0385 | 0.0559 | 0.0838 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160846 | -98188 | -157906 | -614984 | -358684 | -669929 |
Profit Factor | 1.2957 | 1.505 | 1.1079 | 1.0693 | 1.362 | 0.8319 |
Total Trades | 460 | 230 | 230 | 460 | 230 | 230 |
Winning Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Losing Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Profitability (%) | 44.1304 | 43.913 | 44.3478 | 44.1304 | 43.913 | 44.3478 |
Ratio Avg Win / Avg Loss | 1.6404 | 1.9223 | 1.3903 | 1.3537 | 1.7396 | 1.0439 |
Largest Winning Trade | 170333 | 170333 | 41020 | 421631 | 421631 | 110925 |
Largest Losing Trade | -50338 | -35663 | -50338 | -195020 | -126875 | -195020 |
Avg Bars in Trades | 32 | 33 | 31 | 32 | 33 | 31 |
Avg Bars in Winners | 43 | 44 | 41 | 43 | 44 | 41 |
Avg Bars in Losers | 23 | 24 | 22 | 23 | 24 | 22 |
Bars Traded | 14864 | 7657 | 7206 | 14864 | 7657 | 7206 |
Profit Streak | 41.6376 | 41.6376 | 42.6376 | 41.6376 | 41.6376 | 42.6376 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392394 | 340150 | -243403 | -260906 | -79386 | -579238 |
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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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