Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383497.822 | 301021.6009 | 82476.2211 | 390070.1074 | 198885.8339 | 191184.2735 |
Total P&L (%) | 383.4978 | 301.0216 | 82.4762 | 390.0701 | 198.8858 | 191.1843 |
Avg Daily Profit (%) | 0.3682 | 0.289 | 0.0792 | 0.1527 | 0.1052 | 0.1027 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77001 | -73810 | -54755 | -259861 | -241515 | -116831 |
Profit Factor | 1.5176 | 1.7686 | 1.2362 | 1.2184 | 1.1964 | 1.2471 |
Total Trades | 495 | 247 | 248 | 495 | 247 | 248 |
Winning Trades | 226 | 107 | 119 | 226 | 107 | 119 |
Losing Trades | 269 | 140 | 129 | 269 | 140 | 129 |
Profitability (%) | 45.6566 | 43.3198 | 47.9839 | 45.6566 | 43.3198 | 47.9839 |
Ratio Avg Win / Avg Loss | 1.8064 | 2.314 | 1.3401 | 1.4502 | 1.5654 | 1.3519 |
Largest Winning Trade | 284176 | 284176 | 21680 | 307661 | 307661 | 93271 |
Largest Losing Trade | -16924 | -16924 | -14705 | -88840 | -88840 | -64129 |
Avg Bars in Trades | 50 | 46 | 54 | 50 | 46 | 54 |
Avg Bars in Winners | 72 | 69 | 74 | 72 | 69 | 74 |
Avg Bars in Losers | 31 | 28 | 35 | 31 | 28 | 35 |
Bars Traded | 24788 | 11387 | 13401 | 24788 | 11387 | 13401 |
Profit Streak | 11.7253 | 0 | 14.4336 | 11.7253 | 0 | 14.4336 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471924 | 355472 | -86510 | 299785 | -57844 | -55138 |
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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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