Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350956.7199 | 313434.0945 | 37522.6254 | 25624.3675 | 130909.1889 | -105284.8213 |
Total P&L (%) | 350.9567 | 313.4341 | 37.5226 | 25.6244 | 130.9092 | -105.2848 |
Avg Daily Profit (%) | 0.2169 | 0.1937 | 0.0232 | 0.0141 | 0.0517 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124192 | -122087 | -213689 | -228936 | -170343 | -354724 |
Profit Factor | 1.1732 | 1.368 | 1.0319 | 1.011 | 1.1375 | 0.9237 |
Total Trades | 692 | 346 | 346 | 692 | 346 | 346 |
Winning Trades | 333 | 164 | 169 | 333 | 164 | 169 |
Losing Trades | 359 | 182 | 177 | 359 | 182 | 177 |
Profitability (%) | 48.1214 | 47.3988 | 48.8439 | 48.1214 | 47.3988 | 48.8439 |
Ratio Avg Win / Avg Loss | 1.2648 | 1.5182 | 1.0808 | 1.0899 | 1.2623 | 0.9675 |
Largest Winning Trade | 55244 | 55244 | 50876 | 62606 | 53420 | 62606 |
Largest Losing Trade | -51920 | -31803 | -51920 | -97878 | -32272 | -97878 |
Avg Bars in Trades | 27 | 22 | 33 | 27 | 22 | 33 |
Avg Bars in Winners | 29 | 21 | 35 | 29 | 21 | 35 |
Avg Bars in Losers | 26 | 23 | 30 | 26 | 23 | 30 |
Bars Traded | 19221 | 7795 | 11426 | 19221 | 7795 | 11426 |
Profit Streak | 0 | 0 | 500.1947 | 0 | 0 | 500.1947 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19093 | 349122 | -347957 | -382789 | -192597 | -579013 |
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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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