Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308041.597 | 244710.8529 | 63330.7441 | -18526.6182 | 882311.8427 | -900838.4608 |
Total P&L (%) | 308.0416 | 244.7109 | 63.3307 | -18.5266 | 882.3118 | -900.8385 |
Avg Daily Profit (%) | 0.2154 | 0.1711 | 0.0443 | -0.0143 | 0.1599 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197364 | -97924 | -186006 | -1542399 | -755146 | -1638926 |
Profit Factor | 1.1885 | 1.3255 | 1.0718 | 0.9974 | 1.3054 | 0.7919 |
Total Trades | 478 | 239 | 239 | 478 | 239 | 239 |
Winning Trades | 264 | 135 | 129 | 264 | 135 | 129 |
Losing Trades | 214 | 104 | 110 | 214 | 104 | 110 |
Profitability (%) | 55.2301 | 56.4854 | 53.9749 | 55.2301 | 56.4854 | 53.9749 |
Ratio Avg Win / Avg Loss | 0.9634 | 1.0211 | 0.9139 | 0.8085 | 1.0057 | 0.6753 |
Largest Winning Trade | 48829 | 48829 | 45883 | 328422 | 188213 | 328422 |
Largest Losing Trade | -80443 | -25927 | -80443 | -649170 | -295583 | -649170 |
Avg Bars in Trades | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Winners | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 2830 | 1415 | 1415 | 2830 | 1415 | 1415 |
Profit Streak | 0 | 0 | 22.068 | 0 | 0 | 22.068 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3601 | 339390 | -274464 | -577324 | 346521 | -577823 |
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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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