Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 171866.722 | 242300.6807 | -70433.9587 | -66987.0044 | 125255.7723 | -192242.7767 |
Total P&L (%) | 171.8667 | 242.3007 | -70.434 | -66.987 | 125.2558 | -192.2428 |
Avg Daily Profit (%) | 0.1218 | 0.1717 | -0.0499 | -0.0785 | 0.0576 | 0 |
Buy And Hold Return (%) | 29.0683 | 29.0683 | 29.0683 | 29.0683 | 29.0683 | 29.0683 |
Max Trade Drawdown | -192531 | -102629 | -205075 | -850132 | -652090 | -555337 |
Profit Factor | 1.072 | 1.2166 | 0.9444 | 0.9906 | 1.0355 | 0.9463 |
Total Trades | 1006 | 503 | 503 | 1006 | 503 | 503 |
Winning Trades | 673 | 340 | 333 | 673 | 340 | 333 |
Losing Trades | 333 | 163 | 170 | 333 | 163 | 170 |
Profitability (%) | 66.8986 | 67.5944 | 66.2028 | 66.8986 | 67.5944 | 66.2028 |
Ratio Avg Win / Avg Loss | 0.5304 | 0.5832 | 0.4821 | 0.4901 | 0.4964 | 0.4831 |
Largest Winning Trade | 22086 | 22086 | 18912 | 86691 | 68904 | 86691 |
Largest Losing Trade | -40829 | -40829 | -40644 | -256823 | -256823 | -187614 |
Avg Bars in Trades | 16 | 16 | 17 | 16 | 16 | 17 |
Avg Bars in Winners | 10 | 9 | 10 | 10 | 9 | 10 |
Avg Bars in Losers | 29 | 29 | 30 | 29 | 29 | 30 |
Bars Traded | 16709 | 8103 | 8605 | 16709 | 8103 | 8605 |
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 | -166002 | 357044 | -576326 | -572652 | -296540 | -576326 |
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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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