Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563638.9318 | 471034.4141 | 92604.5177 | 818754.036 | 975056.4496 | -156302.4135 |
Total P&L (%) | 563.6389 | 471.0344 | 92.6045 | 818.754 | 975.0565 | -156.3024 |
Avg Daily Profit (%) | 0.3052 | 0.255 | 0.0501 | 0.1201 | 0.1287 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127558 | -145706 | -99456 | -3654827 | -3626089 | -1990845 |
Profit Factor | 1.266 | 1.4397 | 1.0884 | 1.022 | 1.051 | 0.9913 |
Total Trades | 1226 | 613 | 613 | 1226 | 613 | 613 |
Winning Trades | 384 | 186 | 198 | 384 | 186 | 198 |
Losing Trades | 842 | 427 | 415 | 842 | 427 | 415 |
Profitability (%) | 31.3214 | 30.3426 | 32.3002 | 31.3214 | 30.3426 | 32.3002 |
Ratio Avg Win / Avg Loss | 2.7759 | 3.3051 | 2.2812 | 2.241 | 2.4127 | 2.0778 |
Largest Winning Trade | 177173 | 177173 | 45103 | 1178050 | 1178050 | 949546 |
Largest Losing Trade | -17981 | -14409 | -17981 | -355166 | -280097 | -355166 |
Avg Bars in Trades | 18 | 17 | 18 | 18 | 17 | 18 |
Avg Bars in Winners | 37 | 36 | 38 | 37 | 36 | 38 |
Avg Bars in Losers | 9 | 8 | 9 | 9 | 8 | 9 |
Bars Traded | 22098 | 10556 | 11542 | 22098 | 10556 | 11542 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318161 | 195126 | -252119 | -228480 | -188908 | -581958 |
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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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