Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 222408.4071 | 123693.4881 | 98714.9191 | 94386.1944 | -87141.4786 | 181527.673 |
Total P&L (%) | 222.4084 | 123.6935 | 98.7149 | 94.3862 | -87.1415 | 181.5277 |
Avg Daily Profit (%) | 0.2135 | 0.1188 | 0.0948 | 0.0638 | -0.1967 | 0.0994 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124498 | -67880 | -57465 | -600299 | -411454 | -208634 |
Profit Factor | 1.2408 | 1.2798 | 1.205 | 1.0443 | 0.9233 | 1.1826 |
Total Trades | 578 | 289 | 289 | 578 | 289 | 289 |
Winning Trades | 393 | 196 | 197 | 393 | 196 | 197 |
Losing Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Profitability (%) | 67.9931 | 67.8201 | 68.1661 | 67.9931 | 67.8201 | 68.1661 |
Ratio Avg Win / Avg Loss | 0.5841 | 0.6073 | 0.5627 | 0.4916 | 0.4381 | 0.5523 |
Largest Winning Trade | 28280 | 28280 | 21677 | 94593 | 54061 | 94593 |
Largest Losing Trade | -54328 | -45418 | -54328 | -344696 | -344696 | -208634 |
Avg Bars in Trades | 42 | 41 | 43 | 42 | 41 | 43 |
Avg Bars in Winners | 23 | 21 | 24 | 23 | 21 | 24 |
Avg Bars in Losers | 83 | 83 | 82 | 83 | 83 | 82 |
Bars Traded | 24510 | 12009 | 12501 | 24510 | 12009 | 12501 |
Profit Streak | 10.7328 | 27.1494 | 10.7328 | 10.7328 | 27.1494 | 10.7328 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440662 | -31334 | -64650 | -274690 | -575934 | -77635 |
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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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