Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 597718.2751 | 616693.6925 | -18975.4174 | 65982.4151 | 165220.4781 | -99238.063 |
Total P&L (%) | 597.7183 | 616.6937 | -18.9754 | 65.9824 | 165.2205 | -99.2381 |
Avg Daily Profit (%) | 0.2391 | 0.2467 | -0.0076 | 0.0203 | 0.039 | -0.1949 |
Buy And Hold Return (%) | 152.8261 | 152.8261 | 152.8261 | 152.8261 | 152.8261 | 152.8261 |
Max Trade Drawdown | -270384 | -206532 | -167538 | -312633 | -255118 | -228341 |
Profit Factor | 1.2927 | 1.5777 | 0.9805 | 1.032 | 1.1515 | 0.8978 |
Total Trades | 808 | 404 | 404 | 808 | 404 | 404 |
Winning Trades | 387 | 177 | 210 | 387 | 177 | 210 |
Losing Trades | 421 | 227 | 194 | 421 | 227 | 194 |
Profitability (%) | 47.896 | 43.8119 | 51.9802 | 47.896 | 43.8119 | 51.9802 |
Ratio Avg Win / Avg Loss | 1.4063 | 2.0234 | 0.9058 | 1.1227 | 1.4767 | 0.8294 |
Largest Winning Trade | 422100 | 422100 | 25836 | 92463 | 92463 | 43876 |
Largest Losing Trade | -30632 | -24583 | -30632 | -75468 | -75468 | -61365 |
Avg Bars in Trades | 6 | 5 | 6 | 6 | 5 | 6 |
Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 4982 | 2358 | 2624 | 4982 | 2358 | 2624 |
Profit Streak | 0 | 0 | 17.6678 | 0 | 0 | 17.6678 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352439 | 308358 | -578120 | -513195 | -335820 | -578120 |
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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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