Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404862.7199 | 441015.7901 | -36153.0702 | -81992.0169 | 21313.2786 | -103305.2956 |
Total P&L (%) | 404.8627 | 441.0158 | -36.1531 | -81.992 | 21.3133 | -103.3053 |
Avg Daily Profit (%) | 0.1613 | 0.1758 | -0.0144 | -0.0683 | 0.0077 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -218322 | -187645 | -219812 | -349899 | -161221 | -288941 |
Profit Factor | 1.2213 | 1.4697 | 0.9594 | 0.9301 | 1.0385 | 0.8332 |
Total Trades | 578 | 289 | 289 | 578 | 289 | 289 |
Winning Trades | 239 | 109 | 130 | 239 | 109 | 130 |
Losing Trades | 339 | 180 | 159 | 339 | 180 | 159 |
Profitability (%) | 41.3495 | 37.7163 | 44.9827 | 41.3495 | 37.7163 | 44.9827 |
Ratio Avg Win / Avg Loss | 1.7323 | 2.4271 | 1.1734 | 1.3193 | 1.7149 | 1.0191 |
Largest Winning Trade | 313893 | 313893 | 46321 | 111831 | 74013 | 111831 |
Largest Losing Trade | -88169 | -26572 | -88169 | -228702 | -93870 | -228702 |
Avg Bars in Trades | 17 | 19 | 15 | 17 | 19 | 15 |
Avg Bars in Winners | 22 | 27 | 18 | 22 | 27 | 18 |
Avg Bars in Losers | 13 | 14 | 12 | 13 | 14 | 12 |
Bars Traded | 9945 | 5598 | 4347 | 9945 | 5598 | 4347 |
Profit Streak | 7.6624 | 8.1624 | 7.6624 | 7.6624 | 8.1624 | 7.6624 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341986 | 260347 | -579151 | -577616 | -368065 | -579151 |
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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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