Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 496018.1487 | 440430.9273 | 55587.2214 | 22251.6749 | -991489.396 | 1013741.0709 |
Total P&L (%) | 496.0181 | 440.4309 | 55.5872 | 22.2517 | -991.4894 | 1013.7411 |
Avg Daily Profit (%) | 0.214 | 0.19 | 0.024 | 0.0087 | 0 | 0.104 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -224846 | -210133 | -116624 | -7784267 | -7914401 | -1436304 |
Profit Factor | 1.2435 | 1.2974 | 1.1 | 1.001 | 0.9453 | 1.2088 |
Total Trades | 585 | 292 | 293 | 585 | 292 | 293 |
Winning Trades | 351 | 181 | 170 | 351 | 181 | 170 |
Losing Trades | 234 | 111 | 123 | 234 | 111 | 123 |
Profitability (%) | 60 | 61.9863 | 58.0205 | 60 | 61.9863 | 58.0205 |
Ratio Avg Win / Avg Loss | 0.829 | 0.7956 | 0.7959 | 0.6673 | 0.5797 | 0.8746 |
Largest Winning Trade | 79106 | 79106 | 17445 | 1504643 | 1504643 | 708063 |
Largest Losing Trade | -58125 | -58125 | -41908 | -3414310 | -3414310 | -973979 |
Avg Bars in Trades | 7 | 14 | 1 | 7 | 14 | 1 |
Avg Bars in Winners | 4 | 7 | 1 | 4 | 7 | 1 |
Avg Bars in Losers | 12 | 24 | 1 | 12 | 24 | 1 |
Bars Traded | 4625 | 4159 | 465 | 4625 | 4159 | 465 |
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 | 375955 | 314643 | -271687 | -403135 | -577974 | -53520 |
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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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