Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 569270.9189 | 553973.1654 | 15297.7535 | 57580.7358 | 55058.8131 | 2521.9227 |
Total P&L (%) | 569.2709 | 553.9732 | 15.2978 | 57.5807 | 55.0588 | 2.5219 |
Avg Daily Profit (%) | 0.297 | 0.289 | 0.008 | 0.0237 | 0.0229 | 0.0013 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208517 | -172184 | -119830 | -1367049 | -1426633 | -650252 |
Profit Factor | 1.4328 | 1.8367 | 1.0234 | 1.008 | 1.0152 | 1.0007 |
Total Trades | 287 | 143 | 144 | 287 | 143 | 144 |
Winning Trades | 132 | 63 | 69 | 132 | 63 | 69 |
Losing Trades | 155 | 80 | 75 | 155 | 80 | 75 |
Profitability (%) | 45.993 | 44.0559 | 47.9167 | 45.993 | 44.0559 | 47.9167 |
Ratio Avg Win / Avg Loss | 1.6824 | 2.3323 | 1.1124 | 1.1836 | 1.2892 | 1.0877 |
Largest Winning Trade | 390217 | 390217 | 41014 | 640131 | 640131 | 326407 |
Largest Losing Trade | -44062 | -28698 | -44062 | -374895 | -345515 | -374895 |
Avg Bars in Trades | 19 | 21 | 16 | 19 | 21 | 16 |
Avg Bars in Winners | 23 | 27 | 20 | 23 | 27 | 20 |
Avg Bars in Losers | 15 | 17 | 13 | 15 | 17 | 13 |
Bars Traded | 5508 | 3109 | 2398 | 5508 | 3109 | 2398 |
Profit Streak | 39.8376 | 39.8376 | 76.5042 | 39.8376 | 39.8376 | 76.5042 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450781 | 382399 | -386244 | -372068 | -368746 | -575888 |
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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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