Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321849.2553 | 296984.8439 | 24864.4114 | -64548.1995 | 36103.264 | -100651.4635 |
Total P&L (%) | 321.8493 | 296.9848 | 24.8644 | -64.5482 | 36.1033 | -100.6515 |
Avg Daily Profit (%) | 0.169 | 0.1559 | 0.0131 | -0.0544 | 0.0162 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186726 | -140850 | -163510 | -150658 | -101620 | -176853 |
Profit Factor | 1.1131 | 1.2142 | 1.017 | 0.9615 | 1.0449 | 0.8845 |
Total Trades | 908 | 454 | 454 | 908 | 454 | 454 |
Winning Trades | 479 | 233 | 246 | 479 | 233 | 246 |
Losing Trades | 429 | 221 | 208 | 429 | 221 | 208 |
Profitability (%) | 52.7533 | 51.3216 | 54.185 | 52.7533 | 51.3216 | 54.185 |
Ratio Avg Win / Avg Loss | 0.9969 | 1.1517 | 0.8599 | 0.8611 | 0.9911 | 0.7478 |
Largest Winning Trade | 106426 | 106426 | 29229 | 34017 | 34017 | 22901 |
Largest Losing Trade | -42339 | -37222 | -42339 | -56498 | -42730 | -56498 |
Avg Bars in Trades | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Winners | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Losers | 6 | 7 | 6 | 6 | 7 | 6 |
Bars Traded | 5706 | 2927 | 2779 | 5706 | 2927 | 2779 |
Profit Streak | 4.1699 | 4.1699 | 13.1699 | 4.1699 | 4.1699 | 13.1699 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84264 | 324297 | -378370 | -574584 | -344421 | -576637 |
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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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