Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260360.7462 | 338146.8291 | -77786.0828 | -86385.9362 | 110407.5371 | -196793.4733 |
Total P&L (%) | 260.3607 | 338.1468 | -77.7861 | -86.3859 | 110.4075 | -196.7935 |
Avg Daily Profit (%) | 0.1383 | 0.1796 | -0.0413 | -0.1059 | 0.0395 | 0 |
Buy And Hold Return (%) | 26.4221 | 26.4221 | 26.4221 | 26.4221 | 26.4221 | 26.4221 |
Max Trade Drawdown | -184262 | -132991 | -187895 | -205125 | -78466 | -204134 |
Profit Factor | 1.1104 | 1.2879 | 0.9342 | 0.9305 | 1.2004 | 0.7153 |
Total Trades | 628 | 314 | 314 | 628 | 314 | 314 |
Winning Trades | 378 | 186 | 192 | 378 | 186 | 192 |
Losing Trades | 250 | 128 | 122 | 250 | 128 | 122 |
Profitability (%) | 60.1911 | 59.2357 | 61.1465 | 60.1911 | 59.2357 | 61.1465 |
Ratio Avg Win / Avg Loss | 0.7344 | 0.8863 | 0.5936 | 0.6154 | 0.8261 | 0.4545 |
Largest Winning Trade | 95215 | 95215 | 36545 | 30081 | 29096 | 30081 |
Largest Losing Trade | -61822 | -36439 | -61822 | -91674 | -29774 | -91674 |
Avg Bars in Trades | 11 | 12 | 11 | 11 | 12 | 11 |
Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Losers | 17 | 17 | 16 | 17 | 17 | 16 |
Bars Traded | 7523 | 3943 | 3580 | 7523 | 3943 | 3580 |
Profit Streak | 0 | 0 | 11.3523 | 0 | 0 | 11.3523 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104252 | 300652 | -577334 | -575898 | -141809 | -577334 |
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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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