Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 681931.9888 | 508708.7454 | 173223.2434 | 1424602.9041 | -1248294.3204 | 2672897.2245 |
Total P&L (%) | 681.932 | 508.7087 | 173.2232 | 1424.6029 | -1248.2943 | 2672.8972 |
Avg Daily Profit (%) | 0.2887 | 0.2154 | 0.0733 | 0.1154 | 0 | 0.1408 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128582 | -100013 | -135821 | -4231118 | -4026709 | -2137003 |
Profit Factor | 1.4126 | 1.5995 | 1.2154 | 1.0606 | 0.9044 | 1.256 |
Total Trades | 551 | 275 | 276 | 551 | 275 | 276 |
Winning Trades | 279 | 134 | 145 | 279 | 134 | 145 |
Losing Trades | 272 | 141 | 131 | 272 | 141 | 131 |
Profitability (%) | 50.6352 | 48.7273 | 52.5362 | 50.6352 | 48.7273 | 52.5362 |
Ratio Avg Win / Avg Loss | 1.3772 | 1.683 | 1.0981 | 1.034 | 0.9516 | 1.1347 |
Largest Winning Trade | 220290 | 220290 | 54362 | 1374214 | 1374214 | 1106860 |
Largest Losing Trade | -30338 | -21322 | -30338 | -797903 | -797903 | -708805 |
Avg Bars in Trades | 25 | 23 | 27 | 25 | 23 | 27 |
Avg Bars in Winners | 30 | 28 | 33 | 30 | 28 | 33 |
Avg Bars in Losers | 20 | 19 | 20 | 20 | 19 | 20 |
Bars Traded | 14092 | 6536 | 7556 | 14092 | 6536 | 7556 |
Profit Streak | 14.3823 | 0 | 17.8823 | 14.3823 | 0 | 17.8823 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482387 | 426962 | -92887 | -188517 | -580112 | -2316 |
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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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