Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432961.7838 | 477283.6317 | -44321.8479 | -153977.0754 | -49488.6414 | -104488.434 |
Total P&L (%) | 432.9618 | 477.2836 | -44.3218 | -153.9771 | -49.4886 | -104.4884 |
Avg Daily Profit (%) | 0.192 | 0.2117 | -0.0197 | 0 | -0.0303 | 0 |
Buy And Hold Return (%) | 66.9845 | 66.9845 | 66.9845 | 66.9845 | 66.9845 | 66.9845 |
Max Trade Drawdown | -398688 | -114810 | -427271 | -973825 | -311037 | -701890 |
Profit Factor | 1.1405 | 1.3207 | 0.9722 | 0.9437 | 0.9622 | 0.9269 |
Total Trades | 1094 | 547 | 547 | 1094 | 547 | 547 |
Winning Trades | 676 | 345 | 331 | 474 | 235 | 239 |
Losing Trades | 418 | 202 | 216 | 620 | 312 | 308 |
Profitability (%) | 61.7916 | 63.0713 | 60.5119 | 43.3272 | 42.9616 | 43.6929 |
Ratio Avg Win / Avg Loss | 0.7052 | 0.7733 | 0.6344 | 1.2344 | 1.2774 | 1.1945 |
Largest Winning Trade | 55913 | 55913 | 26015 | 103558 | 53353 | 103558 |
Largest Losing Trade | -127777 | -53054 | -127777 | -389307 | -59350 | -389307 |
Avg Bars in Trades | 12 | 12 | 11 | 12 | 12 | 11 |
Avg Bars in Winners | 8 | 9 | 8 | 15 | 16 | 14 |
Avg Bars in Losers | 18 | 19 | 16 | 9 | 10 | 9 |
Bars Traded | 13509 | 7072 | 6437 | 13509 | 7072 | 6437 |
Profit Streak | 5.1561 | 0 | 7.3228 | 0 | 13.6561 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51964 | 379423 | -576154 | -575507 | -578190 | -578983 |
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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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