Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 574894.5371 | 511879.0556 | 63015.4814 | 108955.0062 | 48310.475 | 60644.5312 |
Total P&L (%) | 574.8945 | 511.8791 | 63.0155 | 108.955 | 48.3105 | 60.6445 |
Avg Daily Profit (%) | 0.2409 | 0.2145 | 0.0264 | 0.0309 | 0.0165 | 0.0199 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199020 | -90944 | -268826 | -798236 | -536996 | -514949 |
Profit Factor | 1.2099 | 1.4116 | 1.0421 | 1.0144 | 1.0131 | 1.0156 |
Total Trades | 753 | 376 | 377 | 753 | 376 | 377 |
Winning Trades | 414 | 215 | 199 | 414 | 215 | 199 |
Losing Trades | 339 | 161 | 178 | 339 | 161 | 178 |
Profitability (%) | 54.9801 | 57.1809 | 52.7851 | 54.9801 | 57.1809 | 52.7851 |
Ratio Avg Win / Avg Loss | 0.9907 | 1.057 | 0.9322 | 0.8306 | 0.7586 | 0.9085 |
Largest Winning Trade | 53346 | 53346 | 52831 | 185570 | 141867 | 185570 |
Largest Losing Trade | -57709 | -44193 | -57709 | -160710 | -126921 | -160710 |
Avg Bars in Trades | 18 | 15 | 21 | 18 | 15 | 21 |
Avg Bars in Winners | 16 | 12 | 21 | 16 | 12 | 21 |
Avg Bars in Losers | 21 | 20 | 22 | 21 | 20 | 22 |
Bars Traded | 14132 | 5935 | 8197 | 14132 | 5935 | 8197 |
Profit Streak | 0 | 12.0156 | 0 | 0 | 12.0156 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414976 | 470181 | -331852 | -352713 | -375937 | -369876 |
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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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