Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 540992.0589 | 282542.2541 | 258449.8048 | 980024.4604 | 980743.8138 | -719.3534 |
Total P&L (%) | 540.9921 | 282.5423 | 258.4498 | 980.0245 | 980.7438 | -0.7194 |
Avg Daily Profit (%) | 0.2976 | 0.1554 | 0.1422 | 0.131 | 0.131 | -0.0004 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108077 | -66885 | -117143 | -3217583 | -1206955 | -3365089 |
Profit Factor | 1.4847 | 1.5334 | 1.4407 | 1.0698 | 1.1637 | 0.9999 |
Total Trades | 433 | 216 | 217 | 433 | 216 | 217 |
Winning Trades | 199 | 92 | 107 | 199 | 92 | 107 |
Losing Trades | 234 | 124 | 110 | 234 | 124 | 110 |
Profitability (%) | 45.9584 | 42.5926 | 49.3088 | 45.9584 | 42.5926 | 49.3088 |
Ratio Avg Win / Avg Loss | 1.7458 | 2.0667 | 1.4811 | 1.258 | 1.5685 | 1.0279 |
Largest Winning Trade | 88494 | 88494 | 51446 | 1065718 | 1065718 | 608355 |
Largest Losing Trade | -74320 | -32849 | -74320 | -883316 | -340110 | -883316 |
Avg Bars in Trades | 49 | 51 | 47 | 49 | 51 | 47 |
Avg Bars in Winners | 65 | 66 | 64 | 65 | 66 | 64 |
Avg Bars in Losers | 36 | 41 | 30 | 36 | 41 | 30 |
Bars Traded | 21471 | 11215 | 10256 | 21471 | 11215 | 10256 |
Profit Streak | 18.1515 | 0 | 18.6515 | 18.1515 | 0 | 18.6515 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448240 | 272005 | -1422 | -160220 | -59314 | -578238 |
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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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