Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336144.7056 | 313526.8103 | 22617.8953 | 30924.276 | 67753.4312 | -36829.1551 |
Total P&L (%) | 336.1447 | 313.5268 | 22.6179 | 30.9243 | 67.7534 | -36.8292 |
Avg Daily Profit (%) | 0.2078 | 0.1938 | 0.014 | 0.0167 | 0.032 | -0.0284 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162032 | -165414 | -139264 | -522538 | -415858 | -307248 |
Profit Factor | 1.2232 | 1.4145 | 1.0302 | 1.0094 | 1.0416 | 0.9777 |
Total Trades | 586 | 293 | 293 | 586 | 293 | 293 |
Winning Trades | 273 | 133 | 140 | 273 | 133 | 140 |
Losing Trades | 313 | 160 | 153 | 313 | 160 | 153 |
Profitability (%) | 46.587 | 45.3925 | 47.7816 | 46.587 | 45.3925 | 47.7816 |
Ratio Avg Win / Avg Loss | 1.4025 | 1.7017 | 1.1258 | 1.1573 | 1.2531 | 1.0685 |
Largest Winning Trade | 154375 | 154375 | 46479 | 148833 | 148833 | 144840 |
Largest Losing Trade | -31919 | -31919 | -30356 | -77361 | -77361 | -55635 |
Avg Bars in Trades | 32 | 29 | 35 | 32 | 29 | 35 |
Avg Bars in Winners | 45 | 39 | 51 | 45 | 39 | 51 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 19138 | 8605 | 10533 | 19138 | 8605 | 10533 |
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 | 325311 | 321317 | -366527 | -382042 | -325590 | -578997 |
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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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