Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 585242.1609 | 589541.0894 | -4298.9285 | -48387.8567 | 2150.8266 | -50538.6833 |
Total P&L (%) | 585.2422 | 589.5411 | -4.2989 | -48.3879 | 2.1508 | -50.5387 |
Avg Daily Profit (%) | 0.2519 | 0.2538 | -0.0019 | -0.0285 | 0.0009 | -0.0303 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -275631 | -153058 | -290457 | -198771 | -132927 | -116425 |
Profit Factor | 1.2266 | 1.4706 | 0.9968 | 0.9704 | 1.0026 | 0.9383 |
Total Trades | 760 | 380 | 380 | 760 | 380 | 380 |
Winning Trades | 302 | 140 | 162 | 302 | 140 | 162 |
Losing Trades | 458 | 240 | 218 | 458 | 240 | 218 |
Profitability (%) | 39.7368 | 36.8421 | 42.6316 | 39.7368 | 36.8421 | 42.6316 |
Ratio Avg Win / Avg Loss | 1.8603 | 2.5209 | 1.3413 | 1.4717 | 1.7188 | 1.2627 |
Largest Winning Trade | 370964 | 370964 | 59192 | 126738 | 126738 | 25583 |
Largest Losing Trade | -35275 | -35275 | -30477 | -56349 | -23117 | -56349 |
Avg Bars in Trades | 9 | 9 | 8 | 9 | 9 | 8 |
Avg Bars in Winners | 14 | 16 | 12 | 14 | 16 | 12 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 6931 | 3719 | 3212 | 6931 | 3719 | 3212 |
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 | 341444 | 263751 | -580268 | -578854 | -577288 | -580268 |
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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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