Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271848.215 | 400577.7172 | -128729.5022 | -95664.6062 | -5613.8765 | -90050.7297 |
Total P&L (%) | 271.8482 | 400.5777 | -128.7295 | -95.6646 | -5.6139 | -90.0507 |
Avg Daily Profit (%) | 0.1141 | 0.1682 | -0.054 | -0.1317 | -0.0024 | -0.0968 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129232 | -131772 | -277653 | -217988 | -188266 | -143823 |
Profit Factor | 1.1364 | 1.4156 | 0.875 | 0.9 | 0.9893 | 0.7918 |
Total Trades | 443 | 222 | 221 | 443 | 222 | 221 |
Winning Trades | 215 | 101 | 114 | 215 | 101 | 114 |
Losing Trades | 228 | 121 | 107 | 228 | 121 | 107 |
Profitability (%) | 48.5327 | 45.4955 | 51.5837 | 48.5327 | 45.4955 | 51.5837 |
Ratio Avg Win / Avg Loss | 1.2051 | 1.696 | 0.8212 | 0.9545 | 1.1852 | 0.7432 |
Largest Winning Trade | 224767 | 224767 | 67431 | 87031 | 87031 | 36586 |
Largest Losing Trade | -65903 | -58339 | -65903 | -89835 | -89835 | -36526 |
Avg Bars in Trades | 21 | 17 | 25 | 21 | 17 | 25 |
Avg Bars in Winners | 23 | 17 | 28 | 23 | 17 | 28 |
Avg Bars in Losers | 19 | 16 | 22 | 19 | 16 | 22 |
Bars Traded | 9378 | 3783 | 5595 | 9378 | 3783 | 5595 |
Profit Streak | 0 | 0 | 21.5603 | 0 | 0 | 21.5603 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109142 | 301783 | -579143 | -578755 | -579978 | -579143 |
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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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