Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 600558.164 | 447250.8462 | 153307.3178 | -1810286.086 | -122105.6642 | -1688180.4218 |
Total P&L (%) | 600.5582 | 447.2508 | 153.3073 | -1810.2861 | -122.1057 | -1688.1804 |
Avg Daily Profit (%) | 0.4866 | 0.3624 | 0.1242 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160579 | -72918 | -159188 | -3230861 | -966049 | -2513966 |
Profit Factor | 1.6176 | 2.0042 | 1.2909 | 0.7448 | 0.9596 | 0.5856 |
Total Trades | 267 | 133 | 134 | 267 | 133 | 134 |
Winning Trades | 144 | 66 | 78 | 126 | 65 | 61 |
Losing Trades | 123 | 67 | 56 | 141 | 68 | 73 |
Profitability (%) | 53.9326 | 49.6241 | 58.209 | 47.191 | 48.8722 | 45.5224 |
Ratio Avg Win / Avg Loss | 1.3817 | 2.0346 | 0.9268 | 0.8335 | 1.0039 | 0.7008 |
Largest Winning Trade | 117111 | 117111 | 33456 | 370146 | 370146 | 316715 |
Largest Losing Trade | -113605 | -35448 | -113605 | -1706281 | -315549 | -1706281 |
Avg Bars in Trades | 53 | 60 | 47 | 53 | 60 | 47 |
Avg Bars in Winners | 58 | 63 | 53 | 51 | 62 | 39 |
Avg Bars in Losers | 48 | 57 | 38 | 56 | 58 | 54 |
Bars Traded | 14406 | 8046 | 6360 | 14406 | 8046 | 6360 |
Profit Streak | 12.92 | 12.92 | 13.0867 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 570600 | 470856 | -26884 | -580473 | -579751 | -582718 |
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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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