Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 573264.6673 | 451289.4732 | 121975.194 | 877377.4081 | 1040861.4571 | -163484.049 |
Total P&L (%) | 573.2647 | 451.2895 | 121.9752 | 877.3774 | 1040.8615 | -163.484 |
Avg Daily Profit (%) | 0.3099 | 0.2439 | 0.0659 | 0.1233 | 0.1317 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147514 | -137877 | -145026 | -2415826 | -1574374 | -1453909 |
Profit Factor | 1.3657 | 1.5982 | 1.15 | 1.0589 | 1.1389 | 0.9779 |
Total Trades | 438 | 219 | 219 | 438 | 219 | 219 |
Winning Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Losing Trades | 255 | 128 | 127 | 255 | 128 | 127 |
Profitability (%) | 41.7808 | 41.5525 | 42.0091 | 41.7808 | 41.5525 | 42.0091 |
Ratio Avg Win / Avg Loss | 1.9031 | 2.2481 | 1.5875 | 1.4755 | 1.602 | 1.3499 |
Largest Winning Trade | 149435 | 149435 | 38546 | 1401929 | 1401929 | 459977 |
Largest Losing Trade | -42209 | -34480 | -42209 | -570052 | -570052 | -457222 |
Avg Bars in Trades | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Winners | 17 | 16 | 19 | 17 | 16 | 19 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 5532 | 2629 | 2903 | 5532 | 2629 | 2903 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357989 | 309512 | -161539 | -184341 | -85851 | -581350 |
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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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