Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 602047.7433 | 506875.0544 | 95172.6888 | 264139.3992 | 962013.5161 | -697874.1169 |
Total P&L (%) | 602.0477 | 506.8751 | 95.1727 | 264.1394 | 962.0135 | -697.8741 |
Avg Daily Profit (%) | 0.3199 | 0.2693 | 0.0506 | 0.0687 | 0.1256 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158606 | -103871 | -138515 | -1992349 | -795328 | -1380301 |
Profit Factor | 1.316 | 1.5635 | 1.0946 | 1.0345 | 1.2793 | 0.8345 |
Total Trades | 413 | 207 | 206 | 413 | 207 | 206 |
Winning Trades | 212 | 109 | 103 | 212 | 109 | 103 |
Losing Trades | 201 | 98 | 103 | 201 | 98 | 103 |
Profitability (%) | 51.3317 | 52.657 | 50 | 51.3317 | 52.657 | 50 |
Ratio Avg Win / Avg Loss | 1.2477 | 1.4057 | 1.0946 | 0.9808 | 1.1502 | 0.8345 |
Largest Winning Trade | 88867 | 88867 | 40969 | 472118 | 391402 | 472118 |
Largest Losing Trade | -55091 | -40820 | -55091 | -503086 | -503086 | -472990 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 5536 | 2778 | 2758 | 5536 | 2778 | 2758 |
Profit Streak | 7.8399 | 12.1732 | 0 | 7.8399 | 12.1732 | 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 | 451055 | 435432 | -241014 | -282197 | -23162 | -579977 |
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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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