Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436383.0671 | 200996.19 | 235386.8771 | 518633.9881 | 167667.3918 | 350966.5963 |
Total P&L (%) | 436.3831 | 200.9962 | 235.3869 | 518.634 | 167.6674 | 350.9666 |
Avg Daily Profit (%) | 0.2417 | 0.1113 | 0.1304 | 0.101 | 0.0546 | 0.0835 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91483 | -118642 | -115691 | -958909 | -879603 | -600010 |
Profit Factor | 1.2714 | 1.2574 | 1.2845 | 1.0839 | 1.054 | 1.1141 |
Total Trades | 544 | 272 | 272 | 544 | 272 | 272 |
Winning Trades | 227 | 104 | 123 | 227 | 104 | 123 |
Losing Trades | 317 | 168 | 149 | 317 | 168 | 149 |
Profitability (%) | 41.7279 | 38.2353 | 45.2206 | 41.7279 | 38.2353 | 45.2206 |
Ratio Avg Win / Avg Loss | 1.7754 | 2.0311 | 1.5561 | 1.5137 | 1.7027 | 1.3497 |
Largest Winning Trade | 66314 | 66314 | 58711 | 264580 | 264580 | 249602 |
Largest Losing Trade | -31052 | -31052 | -24559 | -191904 | -152881 | -191904 |
Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Winners | 18 | 16 | 19 | 18 | 16 | 19 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 7200 | 3303 | 3897 | 7200 | 3303 | 3897 |
Profit Streak | 0 | 0 | 20.0198 | 0 | 0 | 20.0198 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320435 | -46848 | -18010 | -184901 | -283487 | -176640 |
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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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