Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401199.9752 | 399992.1273 | 1207.848 | -75865.2646 | 935211.993 | -1011077.2576 |
Total P&L (%) | 401.2 | 399.9921 | 1.2078 | -75.8653 | 935.212 | -1011.0773 |
Avg Daily Profit (%) | 0.1605 | 0.16 | 0.0005 | -0.0569 | 0.0935 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -256941 | -179666 | -140782 | -1482692 | -690140 | -1214113 |
Profit Factor | 1.2741 | 1.5706 | 1.0016 | 0.9838 | 1.492 | 0.6349 |
Total Trades | 399 | 200 | 199 | 399 | 200 | 199 |
Winning Trades | 201 | 99 | 102 | 201 | 99 | 102 |
Losing Trades | 198 | 101 | 97 | 198 | 101 | 97 |
Profitability (%) | 50.3759 | 49.5 | 51.2563 | 50.3759 | 49.5 | 51.2563 |
Ratio Avg Win / Avg Loss | 1.2551 | 1.6023 | 0.9525 | 0.9691 | 1.5221 | 0.6037 |
Largest Winning Trade | 262159 | 262159 | 55281 | 659038 | 659038 | 174129 |
Largest Losing Trade | -88940 | -34109 | -88940 | -428240 | -274235 | -428240 |
Avg Bars in Trades | 24 | 21 | 28 | 24 | 21 | 28 |
Avg Bars in Winners | 28 | 22 | 35 | 28 | 22 | 35 |
Avg Bars in Losers | 20 | 19 | 21 | 20 | 19 | 21 |
Bars Traded | 9872 | 4221 | 5651 | 9872 | 4221 | 5651 |
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 | 346370 | 385290 | -577464 | -578365 | -64725 | -579851 |
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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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