Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384119.5411 | 94909.4024 | 289210.1388 | 711908.7604 | 209505.9486 | 502402.8118 |
Total P&L (%) | 384.1195 | 94.9094 | 289.2101 | 711.9088 | 209.5059 | 502.4028 |
Avg Daily Profit (%) | 0.2514 | 0.0621 | 0.1893 | 0.1372 | 0.074 | 0.1176 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90046 | -108589 | -59982 | -345162 | -260318 | -271028 |
Profit Factor | 1.2189 | 1.1001 | 1.3586 | 1.1431 | 1.0829 | 1.2053 |
Total Trades | 833 | 416 | 417 | 833 | 416 | 417 |
Winning Trades | 445 | 207 | 238 | 445 | 207 | 238 |
Losing Trades | 388 | 209 | 179 | 388 | 209 | 179 |
Profitability (%) | 53.4214 | 49.7596 | 57.0743 | 53.4214 | 49.7596 | 57.0743 |
Ratio Avg Win / Avg Loss | 1.0628 | 1.1107 | 1.0218 | 0.9967 | 1.0934 | 0.9065 |
Largest Winning Trade | 37146 | 37146 | 26273 | 93960 | 81176 | 93960 |
Largest Losing Trade | -28415 | -28415 | -20442 | -111970 | -91681 | -111970 |
Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 5866 | 2931 | 2935 | 5866 | 2931 | 2935 |
Profit Streak | 8.1437 | 9.8937 | 8.1437 | 8.1437 | 9.8937 | 8.1437 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 530638 | -217486 | 429104 | -67193 | -220599 | -33813 |
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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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