Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429603.0076 | 346453.054 | 83149.9536 | 111510.0711 | 68580.965 | 42929.1061 |
Total P&L (%) | 429.603 | 346.4531 | 83.15 | 111.5101 | 68.581 | 42.9291 |
Avg Daily Profit (%) | 0.2062 | 0.1663 | 0.0399 | 0.036 | 0.0251 | 0.0171 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174352 | -98735 | -89334 | -1557771 | -1145437 | -844907 |
Profit Factor | 1.2942 | 1.4125 | 1.134 | 1.0114 | 1.0124 | 1.0101 |
Total Trades | 459 | 229 | 230 | 459 | 229 | 230 |
Winning Trades | 207 | 102 | 105 | 207 | 102 | 105 |
Losing Trades | 252 | 127 | 125 | 252 | 127 | 125 |
Profitability (%) | 45.098 | 44.5415 | 45.6522 | 45.098 | 44.5415 | 45.6522 |
Ratio Avg Win / Avg Loss | 1.5755 | 1.7587 | 1.35 | 1.2313 | 1.2606 | 1.2025 |
Largest Winning Trade | 106510 | 106510 | 44414 | 366467 | 294335 | 366467 |
Largest Losing Trade | -43533 | -43533 | -35080 | -434570 | -347399 | -434570 |
Avg Bars in Trades | 53 | 62 | 44 | 53 | 62 | 44 |
Avg Bars in Winners | 69 | 80 | 58 | 69 | 80 | 58 |
Avg Bars in Losers | 40 | 48 | 33 | 40 | 48 | 33 |
Bars Traded | 24618 | 14294 | 10324 | 24618 | 14294 | 10324 |
Profit Streak | 0 | 21.2487 | 0 | 0 | 21.2487 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335740 | 298334 | -213752 | -352326 | -367248 | -382362 |
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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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