Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159756.1764 | 343159.7805 | -183403.6041 | -100244.2354 | 189712.3172 | -289956.5526 |
Total P&L (%) | 159.7562 | 343.1598 | -183.4036 | -100.2442 | 189.7123 | -289.9566 |
Avg Daily Profit (%) | 0.0708 | 0.152 | -0.0812 | 0 | 0.0471 | 0 |
Buy And Hold Return (%) | 64.124 | 64.124 | 64.124 | 64.124 | 64.124 | 64.124 |
Max Trade Drawdown | -287585 | -132716 | -373504 | -329471 | -93137 | -462007 |
Profit Factor | 1.0452 | 1.2177 | 0.9064 | 0.9255 | 1.4264 | 0.6783 |
Total Trades | 1303 | 651 | 652 | 1303 | 651 | 652 |
Winning Trades | 668 | 338 | 330 | 646 | 316 | 330 |
Losing Trades | 635 | 313 | 322 | 657 | 335 | 322 |
Profitability (%) | 51.2663 | 51.9201 | 50.6135 | 49.5779 | 48.5407 | 50.6135 |
Ratio Avg Win / Avg Loss | 0.9935 | 1.1276 | 0.8844 | 0.9413 | 1.5121 | 0.6618 |
Largest Winning Trade | 62491 | 62491 | 48880 | 59149 | 59149 | 50438 |
Largest Losing Trade | -101763 | -41568 | -101763 | -155725 | -30152 | -155725 |
Avg Bars in Trades | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Winners | 4 | 4 | 5 | 5 | 5 | 5 |
Avg Bars in Losers | 5 | 5 | 5 | 4 | 4 | 5 |
Bars Traded | 6769 | 3368 | 3401 | 6769 | 3368 | 3401 |
Profit Streak | 1.9391 | 0 | 14.9391 | 0 | 9.2724 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -269703 | 326332 | -576022 | -574116 | -127483 | -577570 |
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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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