Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 491133.1896 | 325322.096 | 165811.0936 | 221934.3288 | -250198.2086 | 472132.5374 |
Total P&L (%) | 491.1332 | 325.3221 | 165.8111 | 221.9343 | -250.1982 | 472.1325 |
Avg Daily Profit (%) | 0.2704 | 0.1791 | 0.0913 | 0.0644 | 0 | 0.0961 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192893 | -141549 | -70251 | -3091102 | -2363251 | -1139366 |
Profit Factor | 1.391 | 1.4441 | 1.3166 | 1.0153 | 0.9699 | 1.0758 |
Total Trades | 600 | 300 | 300 | 600 | 300 | 300 |
Winning Trades | 269 | 118 | 151 | 269 | 118 | 151 |
Losing Trades | 331 | 182 | 149 | 331 | 182 | 149 |
Profitability (%) | 44.8333 | 39.3333 | 50.3333 | 44.8333 | 39.3333 | 50.3333 |
Ratio Avg Win / Avg Loss | 1.7116 | 2.2274 | 1.2992 | 1.2493 | 1.4959 | 1.0615 |
Largest Winning Trade | 331012 | 331012 | 69843 | 1491547 | 1491547 | 554459 |
Largest Losing Trade | -18893 | -18893 | -13822 | -319607 | -319607 | -301842 |
Avg Bars in Trades | 35 | 34 | 37 | 35 | 34 | 37 |
Avg Bars in Winners | 50 | 48 | 51 | 50 | 48 | 51 |
Avg Bars in Losers | 24 | 24 | 23 | 24 | 24 | 23 |
Bars Traded | 21517 | 10201 | 11316 | 21517 | 10201 | 11316 |
Profit Streak | 3.7839 | 14.1173 | 3.7839 | 3.7839 | 14.1173 | 3.7839 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400964 | 251239 | -70260 | -309524 | -581650 | -201251 |
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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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