Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269822.6205 | 338630.3169 | -68807.6964 | -123002.8309 | 365862.471 | -488865.3019 |
Total P&L (%) | 269.8226 | 338.6303 | -68.8077 | -123.0028 | 365.8625 | -488.8653 |
Avg Daily Profit (%) | 0.1394 | 0.1749 | -0.0355 | 0 | 0.0795 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -312982 | -177105 | -248401 | -684995 | -151223 | -657390 |
Profit Factor | 1.1066 | 1.2735 | 0.9467 | 0.9436 | 1.4408 | 0.638 |
Total Trades | 725 | 363 | 362 | 725 | 363 | 362 |
Winning Trades | 362 | 170 | 192 | 373 | 198 | 175 |
Losing Trades | 363 | 193 | 170 | 352 | 165 | 187 |
Profitability (%) | 49.931 | 46.832 | 53.0387 | 51.4483 | 54.5455 | 48.3425 |
Ratio Avg Win / Avg Loss | 1.1097 | 1.4458 | 0.8383 | 0.8905 | 1.2006 | 0.6817 |
Largest Winning Trade | 148325 | 148325 | 34867 | 91611 | 91611 | 55873 |
Largest Losing Trade | -129235 | -27946 | -129235 | -190386 | -49675 | -190386 |
Avg Bars in Trades | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Winners | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 7570 | 3789 | 3780 | 7570 | 3789 | 3780 |
Profit Streak | 7.4095 | 7.4095 | 20.4095 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105037 | 302271 | -577300 | -576525 | -83651 | -579807 |
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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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