Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181209.9336 | 278244.0926 | -97034.159 | -94630.602 | -21062.9942 | -73567.6077 |
Total P&L (%) | 181.2099 | 278.2441 | -97.0342 | -94.6306 | -21.063 | -73.5676 |
Avg Daily Profit (%) | 0.113 | 0.1736 | -0.0605 | -0.1823 | -0.0148 | -0.083 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -218397 | -159417 | -163503 | -114226 | -54806 | -89536 |
Profit Factor | 1.0648 | 1.1995 | 0.9309 | 0.8935 | 0.9514 | 0.8383 |
Total Trades | 1553 | 777 | 776 | 1553 | 777 | 776 |
Winning Trades | 705 | 331 | 374 | 705 | 331 | 374 |
Losing Trades | 848 | 446 | 402 | 848 | 446 | 402 |
Profitability (%) | 45.396 | 42.5997 | 48.1959 | 45.396 | 42.5997 | 48.1959 |
Ratio Avg Win / Avg Loss | 1.2807 | 1.6163 | 1.0006 | 1.0747 | 1.282 | 0.901 |
Largest Winning Trade | 277702 | 277702 | 38341 | 60249 | 60249 | 17488 |
Largest Losing Trade | -21778 | -18990 | -21778 | -17938 | -17938 | -13394 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 15 | 16 | 14 | 15 | 16 | 14 |
Avg Bars in Losers | 9 | 7 | 11 | 9 | 7 | 11 |
Bars Traded | 18823 | 8642 | 10181 | 18823 | 8642 | 10181 |
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 | -185760 | 300381 | -576037 | -573484 | -578208 | -577704 |
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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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