Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309399.1085 | 323169.0848 | -13769.9763 | 27829.3478 | 268882.8875 | -241053.5397 |
Total P&L (%) | 309.3991 | 323.1691 | -13.77 | 27.8293 | 268.8829 | -241.0535 |
Avg Daily Profit (%) | 0.1659 | 0.1733 | -0.0074 | 0.0132 | 0.07 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133806 | -127245 | -164413 | -680254 | -530506 | -665996 |
Profit Factor | 1.1481 | 1.3277 | 0.9875 | 1.0042 | 1.0871 | 0.9313 |
Total Trades | 893 | 447 | 446 | 893 | 447 | 446 |
Winning Trades | 396 | 196 | 200 | 396 | 196 | 200 |
Losing Trades | 497 | 251 | 246 | 497 | 251 | 246 |
Profitability (%) | 44.3449 | 43.8479 | 44.843 | 44.3449 | 43.8479 | 44.843 |
Ratio Avg Win / Avg Loss | 1.4409 | 1.7002 | 1.2146 | 1.2603 | 1.3922 | 1.1455 |
Largest Winning Trade | 125719 | 125719 | 39911 | 273652 | 273652 | 136873 |
Largest Losing Trade | -31799 | -21069 | -31799 | -124510 | -77158 | -124510 |
Avg Bars in Trades | 24 | 24 | 24 | 24 | 24 | 24 |
Avg Bars in Winners | 30 | 28 | 31 | 30 | 28 | 31 |
Avg Bars in Losers | 20 | 21 | 19 | 20 | 21 | 19 |
Bars Traded | 22078 | 10998 | 11080 | 22078 | 10998 | 11080 |
Profit Streak | 0 | 0 | 6.176 | 0 | 0 | 6.176 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47556 | 303223 | -578368 | -391694 | -224434 | -578368 |
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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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