Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 856901.4469 | 837215.4733 | 19685.9736 | 121389.7567 | 1472802.552 | -1351412.7953 |
Total P&L (%) | 856.9014 | 837.2155 | 19.686 | 121.3898 | 1472.8026 | -1351.4128 |
Avg Daily Profit (%) | 0.37 | 0.3615 | 0.0085 | 0.0343 | 0.119 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -263824 | -117771 | -224662 | -3117225 | -1583491 | -1721605 |
Profit Factor | 1.5684 | 2.1456 | 1.0253 | 1.0156 | 1.4069 | 0.6766 |
Total Trades | 438 | 219 | 219 | 438 | 219 | 219 |
Winning Trades | 142 | 65 | 77 | 142 | 65 | 77 |
Losing Trades | 296 | 154 | 142 | 296 | 154 | 142 |
Profitability (%) | 32.4201 | 29.6804 | 35.1598 | 32.4201 | 29.6804 | 35.1598 |
Ratio Avg Win / Avg Loss | 3.2693 | 5.0835 | 1.8909 | 2.117 | 3.3332 | 1.2478 |
Largest Winning Trade | 420971 | 420971 | 83747 | 2227220 | 2227220 | 344094 |
Largest Losing Trade | -35690 | -35690 | -31669 | -616161 | -616161 | -553282 |
Avg Bars in Trades | 10 | 9 | 11 | 10 | 9 | 11 |
Avg Bars in Winners | 23 | 21 | 25 | 23 | 21 | 25 |
Avg Bars in Losers | 4 | 3 | 4 | 4 | 3 | 4 |
Bars Traded | 4572 | 1998 | 2573 | 4572 | 1998 | 2573 |
Profit Streak | 11.4885 | 0 | 21.9885 | 11.4885 | 0 | 21.9885 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312781 | 186522 | -383546 | -352975 | -40133 | -582547 |
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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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