Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 447451.2854 | 356294.2993 | 91156.9861 | -28930.3079 | 102656.4373 | -131586.7452 |
Total P&L (%) | 447.4513 | 356.2943 | 91.157 | -28.9303 | 102.6564 | -131.5867 |
Avg Daily Profit (%) | 0.3029 | 0.2412 | 0.0617 | -0.0231 | 0.0478 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113204 | -142907 | -112434 | -240803 | -142883 | -226358 |
Profit Factor | 1.2731 | 1.4573 | 1.1061 | 0.9803 | 1.1627 | 0.8435 |
Total Trades | 428 | 214 | 214 | 428 | 214 | 214 |
Winning Trades | 171 | 78 | 93 | 171 | 78 | 93 |
Losing Trades | 257 | 136 | 121 | 257 | 136 | 121 |
Profitability (%) | 39.9533 | 36.4486 | 43.4579 | 39.9533 | 36.4486 | 43.4579 |
Ratio Avg Win / Avg Loss | 1.9133 | 2.5409 | 1.4391 | 1.4734 | 2.0272 | 1.0974 |
Largest Winning Trade | 328137 | 328137 | 45283 | 200947 | 200947 | 50153 |
Largest Losing Trade | -68877 | -20640 | -68877 | -180586 | -19170 | -180586 |
Avg Bars in Trades | 20 | 21 | 19 | 20 | 21 | 19 |
Avg Bars in Winners | 27 | 28 | 26 | 27 | 28 | 26 |
Avg Bars in Losers | 15 | 16 | 14 | 15 | 16 | 14 |
Bars Traded | 8778 | 4500 | 4278 | 8778 | 4500 | 4278 |
Profit Streak | 8.6645 | 0 | 11.1645 | 8.6645 | 0 | 11.1645 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317133 | 205274 | -215436 | -579833 | -173921 | -580174 |
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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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