Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 485388.8553 | 296425.8853 | 188962.97 | 1141209.8212 | 1152985.3393 | -11775.5181 |
Total P&L (%) | 485.3889 | 296.4259 | 188.963 | 1141.2098 | 1152.9853 | -11.7755 |
Avg Daily Profit (%) | 0.2882 | 0.176 | 0.1122 | 0.1496 | 0.1502 | -0.0074 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111612 | -91454 | -75673 | -1846472 | -651555 | -1547322 |
Profit Factor | 1.392 | 1.5164 | 1.2845 | 1.1381 | 1.2988 | 0.9973 |
Total Trades | 433 | 217 | 216 | 433 | 217 | 216 |
Winning Trades | 189 | 92 | 97 | 189 | 92 | 97 |
Losing Trades | 244 | 125 | 119 | 244 | 125 | 119 |
Profitability (%) | 43.649 | 42.3963 | 44.9074 | 43.649 | 42.3963 | 44.9074 |
Ratio Avg Win / Avg Loss | 1.797 | 2.0603 | 1.5758 | 1.4693 | 1.7647 | 1.2235 |
Largest Winning Trade | 64135 | 64135 | 46533 | 1014673 | 1014673 | 568158 |
Largest Losing Trade | -33484 | -20596 | -33484 | -533415 | -414167 | -533415 |
Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Winners | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 3330 | 1614 | 1716 | 3330 | 1614 | 1716 |
Profit Streak | 13.1333 | 31.6333 | 0 | 13.1333 | 31.6333 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389142 | 334466 | -43264 | -60809 | 293672 | -580238 |
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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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