Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313143.6574 | 362196.3324 | -49052.675 | -91055.2238 | -49869.842 | -41185.3818 |
Total P&L (%) | 313.1437 | 362.1963 | -49.0527 | -91.0552 | -49.8698 | -41.1854 |
Avg Daily Profit (%) | 0.1348 | 0.1559 | -0.0211 | -0.1039 | -0.0297 | -0.0228 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -268909 | -189542 | -248267 | -322174 | -205028 | -243067 |
Profit Factor | 1.0931 | 1.2241 | 0.9719 | 0.9593 | 0.9552 | 0.9634 |
Total Trades | 1078 | 539 | 539 | 1078 | 539 | 539 |
Winning Trades | 617 | 310 | 307 | 617 | 310 | 307 |
Losing Trades | 461 | 229 | 232 | 461 | 229 | 232 |
Profitability (%) | 57.2356 | 57.5139 | 56.9573 | 57.2356 | 57.5139 | 56.9573 |
Ratio Avg Win / Avg Loss | 0.8167 | 0.9043 | 0.7345 | 0.7168 | 0.7056 | 0.728 |
Largest Winning Trade | 45253 | 45253 | 28783 | 55152 | 55152 | 50510 |
Largest Losing Trade | -62199 | -44261 | -62199 | -109983 | -109983 | -109102 |
Avg Bars in Trades | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Winners | 4 | 4 | 4 | 4 | 4 | 4 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 6923 | 3360 | 3563 | 6923 | 3360 | 3563 |
Profit Streak | 0 | 35.712 | 0 | 0 | 35.712 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125750 | 367716 | -577337 | -573689 | -575761 | -577337 |
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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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