Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384796.3503 | 322940.2539 | 61856.0964 | 253907.1414 | 280436.4051 | -26529.2638 |
Total P&L (%) | 384.7964 | 322.9403 | 61.8561 | 253.9071 | 280.4364 | -26.5293 |
Avg Daily Profit (%) | 0.3086 | 0.259 | 0.0496 | 0.1014 | 0.1072 | -0.0247 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101187 | -69117 | -115498 | -308913 | -158244 | -244006 |
Profit Factor | 1.215 | 1.3762 | 1.0664 | 1.0957 | 1.2157 | 0.9804 |
Total Trades | 675 | 338 | 337 | 675 | 338 | 337 |
Winning Trades | 324 | 163 | 161 | 324 | 163 | 161 |
Losing Trades | 351 | 175 | 176 | 351 | 175 | 176 |
Profitability (%) | 48 | 48.2249 | 47.7745 | 48 | 48.2249 | 47.7745 |
Ratio Avg Win / Avg Loss | 1.3162 | 1.4775 | 1.1658 | 1.187 | 1.3052 | 1.0717 |
Largest Winning Trade | 60919 | 60919 | 29079 | 132783 | 132783 | 46544 |
Largest Losing Trade | -44517 | -33133 | -44517 | -152006 | -48634 | -152006 |
Avg Bars in Trades | 21 | 25 | 18 | 21 | 25 | 18 |
Avg Bars in Winners | 26 | 28 | 25 | 26 | 28 | 25 |
Avg Bars in Losers | 17 | 22 | 12 | 17 | 22 | 12 |
Bars Traded | 14754 | 8562 | 6192 | 14754 | 8562 | 6192 |
Profit Streak | 5.9387 | 15.3553 | 0 | 5.9387 | 15.3553 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426166 | 379626 | -274080 | -169153 | -48425 | -578492 |
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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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