Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478414.1821 | 346336.4169 | 132077.7652 | 442785.6213 | 495004.7595 | -52219.1382 |
Total P&L (%) | 478.4142 | 346.3364 | 132.0778 | 442.7856 | 495.0048 | -52.2191 |
Avg Daily Profit (%) | 0.2077 | 0.1504 | 0.0573 | 0.0735 | 0.0775 | -0.0321 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123235 | -86985 | -125298 | -470144 | -295204 | -542694 |
Profit Factor | 1.2693 | 1.4372 | 1.1341 | 1.0774 | 1.1996 | 0.9839 |
Total Trades | 485 | 243 | 242 | 485 | 243 | 242 |
Winning Trades | 239 | 120 | 119 | 239 | 120 | 119 |
Losing Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Profitability (%) | 49.2784 | 49.3827 | 49.1736 | 49.2784 | 49.3827 | 49.1736 |
Ratio Avg Win / Avg Loss | 1.3064 | 1.4732 | 1.1723 | 1.109 | 1.2296 | 1.017 |
Largest Winning Trade | 46057 | 46057 | 41991 | 208631 | 185904 | 208631 |
Largest Losing Trade | -45011 | -45011 | -41445 | -247302 | -122375 | -247302 |
Avg Bars in Trades | 13 | 12 | 15 | 13 | 12 | 15 |
Avg Bars in Winners | 15 | 12 | 18 | 15 | 12 | 18 |
Avg Bars in Losers | 12 | 11 | 13 | 12 | 11 | 13 |
Bars Traded | 6707 | 2953 | 3754 | 6707 | 2953 | 3754 |
Profit Streak | 9.8833 | 10.8833 | 0 | 9.8833 | 10.8833 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388031 | 342601 | -188660 | -227031 | -89099 | -578444 |
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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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