Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280969.7105 | 335814.3208 | -54844.6103 | -85246.6696 | 245612.808 | -330859.4776 |
Total P&L (%) | 280.9697 | 335.8143 | -54.8446 | -85.2467 | 245.6128 | -330.8595 |
Avg Daily Profit (%) | 0.1503 | 0.1796 | -0.0293 | -0.1023 | 0.0663 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -360265 | -148584 | -273155 | -826678 | -668082 | -623167 |
Profit Factor | 1.1305 | 1.3266 | 0.9512 | 0.9793 | 1.1246 | 0.8462 |
Total Trades | 407 | 203 | 204 | 407 | 203 | 204 |
Winning Trades | 205 | 104 | 101 | 205 | 104 | 101 |
Losing Trades | 202 | 99 | 103 | 202 | 99 | 103 |
Profitability (%) | 50.3686 | 51.2315 | 49.5098 | 50.3686 | 51.2315 | 49.5098 |
Ratio Avg Win / Avg Loss | 1.114 | 1.2628 | 0.97 | 0.965 | 1.0705 | 0.863 |
Largest Winning Trade | 86920 | 86920 | 36462 | 306303 | 306303 | 94733 |
Largest Losing Trade | -46265 | -43019 | -46265 | -327298 | -327298 | -204248 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 5531 | 2757 | 2774 | 5531 | 2757 | 2774 |
Profit Streak | 16.9777 | 16.9777 | 21.6444 | 16.9777 | 16.9777 | 21.6444 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65804 | 331498 | -579129 | -576845 | -186344 | -579129 |
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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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