Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 445878.6155 | 436488.55 | 9390.0656 | 94783.9446 | 397992.2728 | -303208.3283 |
Total P&L (%) | 445.8786 | 436.4886 | 9.3901 | 94.7839 | 397.9923 | -303.2083 |
Avg Daily Profit (%) | 0.1782 | 0.1745 | 0.0038 | 0.0267 | 0.0642 | 0 |
Buy And Hold Return (%) | 15.5464 | 15.5464 | 15.5464 | 15.5464 | 15.5464 | 15.5464 |
Max Trade Drawdown | -149484 | -100796 | -266898 | -425353 | -96168 | -559885 |
Profit Factor | 1.2498 | 1.5703 | 1.0092 | 1.0399 | 1.4112 | 0.7848 |
Total Trades | 405 | 203 | 202 | 405 | 203 | 202 |
Winning Trades | 171 | 89 | 82 | 171 | 89 | 82 |
Losing Trades | 234 | 114 | 120 | 234 | 114 | 120 |
Profitability (%) | 42.2222 | 43.8424 | 40.5941 | 42.2222 | 43.8424 | 40.5941 |
Ratio Avg Win / Avg Loss | 1.7102 | 2.0113 | 1.4769 | 1.423 | 1.8076 | 1.1484 |
Largest Winning Trade | 91831 | 91831 | 43374 | 131714 | 69901 | 131714 |
Largest Losing Trade | -50757 | -37287 | -50757 | -72077 | -49492 | -72077 |
Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Winners | 16 | 14 | 18 | 16 | 14 | 18 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 4983 | 2399 | 2584 | 4983 | 2399 | 2584 |
Profit Streak | 16.1409 | 16.1409 | 45.6409 | 16.1409 | 16.1409 | 45.6409 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315456 | 331801 | -565436 | -334085 | -106366 | -580570 |
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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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