Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411167.742 | 261352.5858 | 149815.1561 | 147344.4202 | -171422.1495 | 318766.5697 |
Total P&L (%) | 411.1677 | 261.3526 | 149.8152 | 147.3444 | -171.4221 | 318.7666 |
Avg Daily Profit (%) | 0.2269 | 0.1442 | 0.0827 | 0.05 | 0 | 0.0791 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145261 | -117774 | -86380 | -1992949 | -1070012 | -1344125 |
Profit Factor | 1.3205 | 1.3788 | 1.2526 | 1.0136 | 0.9705 | 1.0631 |
Total Trades | 563 | 282 | 281 | 563 | 282 | 281 |
Winning Trades | 248 | 115 | 133 | 248 | 115 | 133 |
Losing Trades | 315 | 167 | 148 | 315 | 167 | 148 |
Profitability (%) | 44.0497 | 40.7801 | 47.331 | 44.0497 | 40.7801 | 47.331 |
Ratio Avg Win / Avg Loss | 1.6772 | 2.0023 | 1.3939 | 1.2874 | 1.4094 | 1.183 |
Largest Winning Trade | 276194 | 276194 | 71372 | 726106 | 726106 | 532812 |
Largest Losing Trade | -21648 | -20673 | -21648 | -315404 | -315404 | -308444 |
Avg Bars in Trades | 37 | 29 | 46 | 37 | 29 | 46 |
Avg Bars in Winners | 56 | 43 | 67 | 56 | 43 | 67 |
Avg Bars in Losers | 23 | 20 | 27 | 23 | 20 | 27 |
Bars Traded | 21347 | 8375 | 12971 | 21347 | 8375 | 12971 |
Profit Streak | 0 | 0 | 14.956 | 0 | 0 | 14.956 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352768 | -1187 | -82299 | -331132 | -581499 | -238072 |
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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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