Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379439.9349 | 436663.3608 | -57223.4259 | -96259.3976 | 103844.4477 | -200103.8453 |
Total P&L (%) | 379.4399 | 436.6634 | -57.2234 | -96.2594 | 103.8444 | -200.1038 |
Avg Daily Profit (%) | 0.1606 | 0.1848 | -0.0242 | -0.139 | 0.0301 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -219426 | -165681 | -292867 | -336340 | -210307 | -274629 |
Profit Factor | 1.1841 | 1.4308 | 0.9453 | 0.9257 | 1.1637 | 0.6973 |
Total Trades | 425 | 212 | 213 | 425 | 212 | 213 |
Winning Trades | 205 | 97 | 108 | 205 | 97 | 108 |
Losing Trades | 220 | 115 | 105 | 220 | 115 | 105 |
Profitability (%) | 48.2353 | 45.7547 | 50.7042 | 48.2353 | 45.7547 | 50.7042 |
Ratio Avg Win / Avg Loss | 1.2708 | 1.6963 | 0.9191 | 0.9934 | 1.3796 | 0.6779 |
Largest Winning Trade | 318263 | 318263 | 42700 | 197471 | 197471 | 54130 |
Largest Losing Trade | -89354 | -33346 | -89354 | -111989 | -104684 | -111989 |
Avg Bars in Trades | 32 | 33 | 32 | 32 | 33 | 32 |
Avg Bars in Winners | 33 | 35 | 32 | 33 | 35 | 32 |
Avg Bars in Losers | 31 | 31 | 31 | 31 | 31 | 31 |
Bars Traded | 13923 | 7045 | 6878 | 13923 | 7045 | 6878 |
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 | -9151 | 301985 | -580127 | -579242 | -194188 | -580127 |
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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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