Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 421014.5876 | 356772.7136 | 64241.8739 | 179060.6153 | -222717.0402 | 401777.6555 |
Total P&L (%) | 421.0146 | 356.7727 | 64.2419 | 179.0606 | -222.717 | 401.7777 |
Avg Daily Profit (%) | 0.2264 | 0.1919 | 0.0346 | 0.0552 | 0 | 0.0868 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183405 | -138095 | -115990 | -4022802 | -2818248 | -2172052 |
Profit Factor | 1.2258 | 1.377 | 1.07 | 1.0067 | 0.9835 | 1.0308 |
Total Trades | 598 | 299 | 299 | 598 | 299 | 299 |
Winning Trades | 240 | 119 | 121 | 240 | 119 | 121 |
Losing Trades | 358 | 180 | 178 | 358 | 180 | 178 |
Profitability (%) | 40.1338 | 39.7993 | 40.4682 | 40.1338 | 39.7993 | 40.4682 |
Ratio Avg Win / Avg Loss | 1.8285 | 2.0828 | 1.574 | 1.5017 | 1.4877 | 1.5163 |
Largest Winning Trade | 157921 | 157921 | 36925 | 955743 | 955743 | 901767 |
Largest Losing Trade | -29625 | -29625 | -22255 | -671067 | -602957 | -671067 |
Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Winners | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 7428 | 3543 | 3885 | 7428 | 3543 | 3885 |
Profit Streak | 4.8643 | 5.8643 | 0 | 4.8643 | 5.8643 | 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 | 314766 | 260491 | -291972 | -331042 | -581092 | -265065 |
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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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