Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311966.2126 | 207872.1183 | 104094.0943 | 317052.0984 | 80131.4431 | 236920.6553 |
Total P&L (%) | 311.9662 | 207.8721 | 104.0941 | 317.0521 | 80.1314 | 236.9207 |
Avg Daily Profit (%) | 0.2995 | 0.1996 | 0.0999 | 0.1372 | 0.0565 | 0.1167 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93620 | -71716 | -101836 | -719594 | -539882 | -628872 |
Profit Factor | 1.2453 | 1.3367 | 1.159 | 1.0564 | 1.0286 | 1.0839 |
Total Trades | 567 | 284 | 283 | 567 | 284 | 283 |
Winning Trades | 291 | 147 | 144 | 291 | 147 | 144 |
Losing Trades | 276 | 137 | 139 | 276 | 137 | 139 |
Profitability (%) | 51.3228 | 51.7606 | 50.8834 | 51.3228 | 51.7606 | 50.8834 |
Ratio Avg Win / Avg Loss | 1.1811 | 1.2458 | 1.1188 | 1.0019 | 0.9586 | 1.0463 |
Largest Winning Trade | 33675 | 33675 | 30149 | 226369 | 184277 | 226369 |
Largest Losing Trade | -59575 | -18711 | -59575 | -161751 | -143392 | -161751 |
Avg Bars in Trades | 43 | 40 | 46 | 43 | 40 | 46 |
Avg Bars in Winners | 43 | 38 | 47 | 43 | 38 | 47 |
Avg Bars in Losers | 44 | 43 | 45 | 44 | 43 | 45 |
Bars Traded | 24759 | 11572 | 13187 | 24759 | 11572 | 13187 |
Profit Streak | 0 | 0 | 6.9935 | 0 | 0 | 6.9935 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408771 | 327013 | -103461 | -165284 | -307042 | -163702 |
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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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