Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 471918.9281 | 325660.9022 | 146258.0259 | 127213.543 | 110563.6327 | 16649.9103 |
Total P&L (%) | 471.9189 | 325.6609 | 146.258 | 127.2135 | 110.5636 | 16.6499 |
Avg Daily Profit (%) | 0.3205 | 0.2212 | 0.0993 | 0.0558 | 0.0506 | 0.0105 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179323 | -112875 | -129627 | -122740 | -66330 | -122282 |
Profit Factor | 1.2607 | 1.3577 | 1.1625 | 1.0997 | 1.1788 | 1.0253 |
Total Trades | 569 | 284 | 285 | 569 | 284 | 285 |
Winning Trades | 233 | 103 | 130 | 233 | 103 | 130 |
Losing Trades | 336 | 181 | 155 | 336 | 181 | 155 |
Profitability (%) | 40.949 | 36.2676 | 45.614 | 40.949 | 36.2676 | 45.614 |
Ratio Avg Win / Avg Loss | 1.818 | 2.3858 | 1.3861 | 1.5858 | 2.0715 | 1.2225 |
Largest Winning Trade | 175669 | 175669 | 35483 | 86457 | 86457 | 26249 |
Largest Losing Trade | -58138 | -22377 | -58138 | -78878 | -17960 | -78878 |
Avg Bars in Trades | 30 | 31 | 30 | 30 | 31 | 30 |
Avg Bars in Winners | 44 | 45 | 43 | 44 | 45 | 43 |
Avg Bars in Losers | 21 | 23 | 18 | 21 | 23 | 18 |
Bars Traded | 17589 | 8948 | 8641 | 17589 | 8948 | 8641 |
Profit Streak | 12.0242 | 12.0242 | 13.1909 | 12.0242 | 12.0242 | 13.1909 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380632 | 200234 | -101808 | -227297 | -151887 | -380374 |
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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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