Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 740265.031 | 475128.1024 | 265136.9287 | 5088372.7947 | 6600358.7498 | -1511985.9551 |
Total P&L (%) | 740.265 | 475.1281 | 265.1369 | 5088.3728 | 6600.3588 | -1511.986 |
Avg Daily Profit (%) | 0.322 | 0.2067 | 0.1153 | 0.1719 | 0.1831 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162850 | -118533 | -104990 | -8162305 | -2998887 | -7038352 |
Profit Factor | 1.4153 | 1.5797 | 1.2754 | 1.0898 | 1.2775 | 0.954 |
Total Trades | 523 | 262 | 261 | 523 | 262 | 261 |
Winning Trades | 249 | 126 | 123 | 249 | 126 | 123 |
Losing Trades | 274 | 136 | 138 | 274 | 136 | 138 |
Profitability (%) | 47.6099 | 48.0916 | 47.1264 | 47.6099 | 48.0916 | 47.1264 |
Ratio Avg Win / Avg Loss | 1.5574 | 1.705 | 1.4309 | 1.1993 | 1.3789 | 1.0703 |
Largest Winning Trade | 68875 | 68875 | 43304 | 2808064 | 2209456 | 2808064 |
Largest Losing Trade | -51729 | -51729 | -39568 | -5181782 | -1595996 | -5181782 |
Avg Bars in Trades | 13 | 11 | 14 | 13 | 11 | 14 |
Avg Bars in Winners | 15 | 13 | 17 | 15 | 13 | 17 |
Avg Bars in Losers | 10 | 10 | 11 | 10 | 10 | 11 |
Bars Traded | 6813 | 3098 | 3715 | 6813 | 3098 | 3715 |
Profit Streak | 0 | 0 | 19.0542 | 0 | 0 | 19.0542 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470215 | 393588 | -38551 | -111814 | 294845 | -578581 |
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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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