Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 424228.5703 | 170922.1859 | 253306.3844 | 2455829.5462 | 725597.3596 | 1730232.1866 |
Total P&L (%) | 424.2286 | 170.9222 | 253.3064 | 2455.8295 | 725.5974 | 1730.2322 |
Avg Daily Profit (%) | 0.3781 | 0.1523 | 0.2258 | 0.2893 | 0.1883 | 0.2594 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103670 | -71420 | -67975 | -5063887 | -3682372 | -2959229 |
Profit Factor | 1.3615 | 1.289 | 1.4352 | 1.0825 | 1.0508 | 1.1118 |
Total Trades | 843 | 421 | 422 | 843 | 421 | 422 |
Winning Trades | 515 | 241 | 274 | 515 | 241 | 274 |
Losing Trades | 328 | 180 | 148 | 328 | 180 | 148 |
Profitability (%) | 61.0913 | 57.2447 | 64.9289 | 61.0913 | 57.2447 | 64.9289 |
Ratio Avg Win / Avg Loss | 0.8671 | 0.9627 | 0.7752 | 0.6895 | 0.7848 | 0.6005 |
Largest Winning Trade | 27062 | 27062 | 21698 | 705874 | 546744 | 705874 |
Largest Losing Trade | -33715 | -15784 | -33715 | -1277256 | -665279 | -1277256 |
Avg Bars in Trades | 15 | 9 | 22 | 15 | 9 | 22 |
Avg Bars in Winners | 14 | 8 | 19 | 14 | 8 | 19 |
Avg Bars in Losers | 18 | 11 | 28 | 18 | 11 | 28 |
Bars Traded | 13398 | 3924 | 9474 | 13398 | 3924 | 9474 |
Profit Streak | 2.1458 | 0 | 2.3124 | 2.1458 | 0 | 2.3124 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451076 | 303316 | 329713 | -118024 | -155505 | -88610 |
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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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