Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560536.9338 | 340652.3525 | 219884.5812 | 2573244.6018 | 2632433.6419 | -59189.04 |
Total P&L (%) | 560.5369 | 340.6524 | 219.8846 | 2573.2446 | 2632.4336 | -59.189 |
Avg Daily Profit (%) | 0.3304 | 0.2008 | 0.1296 | 0.1939 | 0.1952 | -0.0528 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81005 | -99298 | -79559 | -1172871 | -709401 | -1027172 |
Profit Factor | 1.3989 | 1.5083 | 1.2991 | 1.3064 | 1.716 | 0.9875 |
Total Trades | 781 | 391 | 390 | 781 | 391 | 390 |
Winning Trades | 238 | 115 | 123 | 238 | 115 | 123 |
Losing Trades | 543 | 276 | 267 | 543 | 276 | 267 |
Profitability (%) | 30.4738 | 29.4118 | 31.5385 | 30.4738 | 29.4118 | 31.5385 |
Ratio Avg Win / Avg Loss | 3.1916 | 3.62 | 2.82 | 2.9806 | 4.1184 | 2.1435 |
Largest Winning Trade | 65617 | 65617 | 43162 | 990034 | 990034 | 613141 |
Largest Losing Trade | -14872 | -13452 | -14872 | -364907 | -202990 | -364907 |
Avg Bars in Trades | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Winners | 28 | 26 | 30 | 28 | 26 | 30 |
Avg Bars in Losers | 6 | 6 | 5 | 6 | 6 | 5 |
Bars Traded | 10129 | 4800 | 5329 | 10129 | 4800 | 5329 |
Profit Streak | 6.6031 | 12.6031 | 0 | 6.6031 | 12.6031 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302545 | 92686 | -24220 | 240193 | 134177 | -583418 |
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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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