Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313865.9439 | 287370.0389 | 26495.905 | -78623.7102 | 41485.246 | -120108.9562 |
Total P&L (%) | 313.8659 | 287.37 | 26.4959 | -78.6237 | 41.4852 | -120.109 |
Avg Daily Profit (%) | 0.2109 | 0.1931 | 0.0178 | -0.1036 | 0.0233 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212894 | -120943 | -149866 | -649162 | -384503 | -370572 |
Profit Factor | 1.1924 | 1.3267 | 1.0352 | 0.9725 | 1.0275 | 0.9113 |
Total Trades | 429 | 214 | 215 | 429 | 214 | 215 |
Winning Trades | 212 | 97 | 115 | 212 | 97 | 115 |
Losing Trades | 217 | 117 | 100 | 217 | 117 | 100 |
Profitability (%) | 49.4172 | 45.3271 | 53.4884 | 49.4172 | 45.3271 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.2205 | 1.6002 | 0.9002 | 0.9955 | 1.2393 | 0.7924 |
Largest Winning Trade | 283858 | 283858 | 34473 | 317402 | 317402 | 76731 |
Largest Losing Trade | -60758 | -36034 | -60758 | -187532 | -139881 | -187532 |
Avg Bars in Trades | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Winners | 22 | 21 | 23 | 22 | 21 | 23 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 8733 | 4172 | 4561 | 8733 | 4172 | 4561 |
Profit Streak | 0 | 17.7355 | 0 | 0 | 17.7355 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 39925 | 306396 | -354615 | -578484 | -354508 | -579478 |
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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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