Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1314150.9881 | 1436795.0729 | -122644.0848 | -38855.9856 | 354443.2588 | -393299.2444 |
Total P&L (%) | 1314.151 | 1436.7951 | -122.6441 | -38.856 | 354.4433 | -393.2992 |
Avg Daily Profit (%) | 0.7249 | 0.7926 | -0.0677 | -0.0271 | 0.0835 | 0 |
Buy And Hold Return (%) | 509.3976 | 509.3976 | 509.3976 | 509.3976 | 509.3976 | 509.3976 |
Max Trade Drawdown | -169271 | -100508 | -167459 | -623584 | -313013 | -497930 |
Profit Factor | 1.5731 | 2.2597 | 0.8936 | 0.9906 | 1.1722 | 0.8094 |
Total Trades | 1025 | 513 | 512 | 1025 | 513 | 512 |
Winning Trades | 431 | 200 | 231 | 431 | 200 | 231 |
Losing Trades | 594 | 313 | 281 | 594 | 313 | 281 |
Profitability (%) | 42.0488 | 38.9864 | 45.1172 | 42.0488 | 38.9864 | 45.1172 |
Ratio Avg Win / Avg Loss | 2.168 | 3.5365 | 1.087 | 1.3652 | 1.8344 | 0.9846 |
Largest Winning Trade | 1166374 | 1166374 | 46919 | 412835 | 412835 | 56734 |
Largest Losing Trade | -24148 | -23491 | -24148 | -87027 | -83093 | -87027 |
Avg Bars in Trades | 10 | 9 | 11 | 10 | 9 | 11 |
Avg Bars in Winners | 16 | 15 | 16 | 16 | 15 | 16 |
Avg Bars in Losers | 6 | 5 | 7 | 6 | 5 | 7 |
Bars Traded | 10709 | 4826 | 5883 | 10709 | 4826 | 5883 |
Profit Streak | 1.8813 | 2.7147 | 0 | 1.8813 | 2.7147 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454415 | 390144 | -578612 | -578392 | -280513 | -580279 |
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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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