Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345539.8864 | 382790.9413 | -37251.0548 | -27889.7924 | 221032.1571 | -248921.9495 |
Total P&L (%) | 345.5399 | 382.7909 | -37.2511 | -27.8898 | 221.0322 | -248.922 |
Avg Daily Profit (%) | 0.1803 | 0.1998 | -0.0194 | -0.0171 | 0.0609 | 0 |
Buy And Hold Return (%) | 34.7685 | 34.7685 | 34.7685 | 34.7685 | 34.7685 | 34.7685 |
Max Trade Drawdown | -158237 | -131405 | -194692 | -303023 | -152974 | -378456 |
Profit Factor | 1.1836 | 1.4631 | 0.9647 | 0.984 | 1.3198 | 0.7639 |
Total Trades | 459 | 230 | 229 | 459 | 230 | 229 |
Winning Trades | 195 | 99 | 96 | 195 | 99 | 96 |
Losing Trades | 264 | 131 | 133 | 264 | 131 | 133 |
Profitability (%) | 42.4837 | 43.0435 | 41.9214 | 42.4837 | 43.0435 | 41.9214 |
Ratio Avg Win / Avg Loss | 1.6024 | 1.936 | 1.3365 | 1.3322 | 1.7464 | 1.0583 |
Largest Winning Trade | 161958 | 161958 | 35937 | 122909 | 122909 | 61706 |
Largest Losing Trade | -38088 | -19659 | -38088 | -118293 | -42732 | -118293 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 17 | 15 | 20 | 17 | 15 | 20 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 5743 | 2706 | 3037 | 5743 | 2706 | 3037 |
Profit Streak | 13.0483 | 13.0483 | 16.3816 | 13.0483 | 13.0483 | 16.3816 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9195 | 311005 | -580757 | -578277 | -111913 | -580757 |
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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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