Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381395.7239 | 391492.6306 | -10096.9068 | -80256.9228 | 16297.6428 | -96554.5657 |
Total P&L (%) | 381.3957 | 391.4926 | -10.0969 | -80.2569 | 16.2976 | -96.5546 |
Avg Daily Profit (%) | 0.1612 | 0.1654 | -0.0043 | -0.0685 | 0.0064 | -0.1422 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171588 | -102000 | -284333 | -111206 | -69253 | -146834 |
Profit Factor | 1.2212 | 1.4501 | 0.9882 | 0.8564 | 1.0638 | 0.6816 |
Total Trades | 404 | 202 | 202 | 404 | 202 | 202 |
Winning Trades | 208 | 101 | 107 | 208 | 101 | 107 |
Losing Trades | 196 | 101 | 95 | 196 | 101 | 95 |
Profitability (%) | 51.4851 | 50 | 52.9703 | 51.4851 | 50 | 52.9703 |
Ratio Avg Win / Avg Loss | 1.1507 | 1.4501 | 0.8774 | 0.807 | 1.0638 | 0.6051 |
Largest Winning Trade | 105999 | 105999 | 59256 | 34013 | 34013 | 16210 |
Largest Losing Trade | -80774 | -39715 | -80774 | -59801 | -22455 | -59801 |
Avg Bars in Trades | 22 | 25 | 19 | 22 | 25 | 19 |
Avg Bars in Winners | 26 | 27 | 25 | 26 | 27 | 25 |
Avg Bars in Losers | 18 | 23 | 13 | 18 | 23 | 13 |
Bars Traded | 9247 | 5208 | 4038 | 9247 | 5208 | 4038 |
Profit Streak | 0 | 0 | 20.3745 | 0 | 0 | 20.3745 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341044 | 327846 | -579059 | -578195 | -343247 | -579059 |
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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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