Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309927.8881 | 426870.3447 | -116942.4566 | -125449.1571 | 173940.5578 | -299389.7149 |
Total P&L (%) | 309.9279 | 426.8703 | -116.9425 | -125.4492 | 173.9406 | -299.3897 |
Avg Daily Profit (%) | 0.1368 | 0.1885 | -0.0516 | 0 | 0.0445 | 0 |
Buy And Hold Return (%) | 138.4348 | 138.4348 | 138.4348 | 138.4348 | 138.4348 | 138.4348 |
Max Trade Drawdown | -317686 | -195817 | -302032 | -3526511 | -2244993 | -1595028 |
Profit Factor | 1.1116 | 1.3378 | 0.9227 | 0.9871 | 1.0344 | 0.9363 |
Total Trades | 890 | 445 | 445 | 890 | 445 | 445 |
Winning Trades | 603 | 312 | 291 | 347 | 165 | 182 |
Losing Trades | 287 | 133 | 154 | 543 | 280 | 263 |
Profitability (%) | 67.7528 | 70.1124 | 65.3933 | 38.9888 | 37.0787 | 40.8989 |
Ratio Avg Win / Avg Loss | 0.5291 | 0.5703 | 0.4883 | 1.5447 | 1.7553 | 1.353 |
Largest Winning Trade | 49144 | 49144 | 26015 | 791307 | 791307 | 360173 |
Largest Losing Trade | -145071 | -42531 | -145071 | -485220 | -485220 | -320670 |
Avg Bars in Trades | 15 | 14 | 15 | 15 | 14 | 15 |
Avg Bars in Winners | 9 | 8 | 10 | 22 | 23 | 20 |
Avg Bars in Losers | 26 | 29 | 25 | 10 | 10 | 11 |
Bars Traded | 13512 | 6644 | 6868 | 13512 | 6644 | 6868 |
Profit Streak | 10.3444 | 10.3444 | 20.0111 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105757 | 335744 | -575171 | -577356 | -404019 | -580602 |
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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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