Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 581319.7192 | 515457.661 | 65862.0583 | 68301.6859 | 137868.8707 | -69567.1848 |
Total P&L (%) | 581.3197 | 515.4577 | 65.8621 | 68.3017 | 137.8689 | -69.5672 |
Avg Daily Profit (%) | 0.25 | 0.2216 | 0.0283 | 0.0224 | 0.0373 | -0.0511 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207481 | -124336 | -211674 | -1413665 | -680235 | -1009766 |
Profit Factor | 1.276 | 1.4804 | 1.0637 | 1.0106 | 1.0431 | 0.9784 |
Total Trades | 504 | 252 | 252 | 504 | 252 | 252 |
Winning Trades | 217 | 93 | 124 | 217 | 93 | 124 |
Losing Trades | 287 | 159 | 128 | 287 | 159 | 128 |
Profitability (%) | 43.0556 | 36.9048 | 49.2063 | 43.0556 | 36.9048 | 49.2063 |
Ratio Avg Win / Avg Loss | 1.6876 | 2.531 | 1.0981 | 1.3367 | 1.7834 | 1.01 |
Largest Winning Trade | 195843 | 195843 | 43225 | 310131 | 310131 | 221006 |
Largest Losing Trade | -31779 | -30099 | -31779 | -276283 | -187296 | -276283 |
Avg Bars in Trades | 27 | 26 | 28 | 27 | 26 | 28 |
Avg Bars in Winners | 37 | 39 | 35 | 37 | 39 | 35 |
Avg Bars in Losers | 20 | 19 | 21 | 20 | 19 | 21 |
Bars Traded | 13870 | 6721 | 7149 | 13870 | 6721 | 7149 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350063 | 232854 | -304994 | -371683 | -319154 | -578379 |
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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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