Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 827016.1147 | 671891.4354 | 155124.6794 | 186960.5493 | -16464.0309 | 203424.5802 |
Total P&L (%) | 827.0161 | 671.8914 | 155.1247 | 186.9605 | -16.464 | 203.4246 |
Avg Daily Profit (%) | 0.5572 | 0.4527 | 0.1045 | 0.071 | -0.0121 | 0.0748 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124800 | -136422 | -93728 | -997673 | -862499 | -986146 |
Profit Factor | 1.5517 | 1.7919 | 1.2385 | 1.021 | 0.9966 | 1.05 |
Total Trades | 392 | 196 | 196 | 392 | 196 | 196 |
Winning Trades | 167 | 73 | 94 | 167 | 73 | 94 |
Losing Trades | 225 | 123 | 102 | 225 | 123 | 102 |
Profitability (%) | 42.602 | 37.2449 | 47.9592 | 42.602 | 37.2449 | 47.9592 |
Ratio Avg Win / Avg Loss | 2.0906 | 3.0191 | 1.3439 | 1.3756 | 1.6792 | 1.1394 |
Largest Winning Trade | 624107 | 624107 | 36765 | 576089 | 576089 | 197619 |
Largest Losing Trade | -44009 | -30056 | -44009 | -388406 | -267895 | -388406 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 15 | 16 | 14 | 15 | 16 | 14 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 4428 | 2214 | 2214 | 4428 | 2214 | 2214 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477849 | 337818 | -53799 | -296026 | -582212 | -258583 |
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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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