Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 465377.7504 | 429916.0588 | 35461.6916 | -877555.7162 | -942211.988 | 64656.2718 |
Total P&L (%) | 465.3778 | 429.9161 | 35.4617 | -877.5557 | -942.212 | 64.6563 |
Avg Daily Profit (%) | 0.3148 | 0.2908 | 0.024 | 0 | 0 | 0.0337 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -228721 | -170595 | -203245 | -3497960 | -2576438 | -1844248 |
Profit Factor | 1.3743 | 1.7809 | 1.0512 | 0.9354 | 0.8562 | 1.0092 |
Total Trades | 463 | 231 | 232 | 463 | 231 | 232 |
Winning Trades | 225 | 97 | 128 | 245 | 120 | 125 |
Losing Trades | 238 | 134 | 104 | 218 | 111 | 107 |
Profitability (%) | 48.5961 | 41.9913 | 55.1724 | 52.9158 | 51.9481 | 53.8793 |
Ratio Avg Win / Avg Loss | 1.4537 | 2.4602 | 0.8541 | 0.8323 | 0.792 | 0.8639 |
Largest Winning Trade | 445742 | 445742 | 62839 | 1338886 | 593607 | 1338886 |
Largest Losing Trade | -203245 | -25220 | -203245 | -1037843 | -615393 | -1037843 |
Avg Bars in Trades | 18 | 15 | 22 | 18 | 15 | 22 |
Avg Bars in Winners | 20 | 15 | 24 | 16 | 13 | 18 |
Avg Bars in Losers | 16 | 15 | 18 | 21 | 17 | 25 |
Bars Traded | 8657 | 3552 | 5105 | 8657 | 3552 | 5105 |
Profit Streak | 2.2527 | 0 | 3.4193 | 0 | 9.2527 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340122 | 345293 | -328032 | -577702 | -578004 | -358824 |
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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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