Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151442.8508 | 189001.5182 | -37558.6674 | -67136.5716 | 65096.7857 | -132233.3573 |
Total P&L (%) | 151.4429 | 189.0015 | -37.5587 | -67.1366 | 65.0968 | -132.2334 |
Avg Daily Profit (%) | 0.1221 | 0.1524 | -0.0303 | -0.0897 | 0.0404 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -309608 | -157439 | -239122 | -174384 | -96291 | -200193 |
Profit Factor | 1.0933 | 1.276 | 0.96 | 0.9245 | 1.19 | 0.758 |
Total Trades | 429 | 215 | 214 | 429 | 215 | 214 |
Winning Trades | 190 | 96 | 94 | 190 | 96 | 94 |
Losing Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Profitability (%) | 44.289 | 44.6512 | 43.9252 | 44.289 | 44.6512 | 43.9252 |
Ratio Avg Win / Avg Loss | 1.3753 | 1.5817 | 1.2255 | 1.1629 | 1.4751 | 0.9677 |
Largest Winning Trade | 44827 | 42984 | 44827 | 44384 | 37244 | 44384 |
Largest Losing Trade | -58027 | -21119 | -58027 | -71891 | -20138 | -71891 |
Avg Bars in Trades | 11 | 10 | 12 | 11 | 10 | 12 |
Avg Bars in Winners | 14 | 13 | 16 | 14 | 13 | 16 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 4943 | 2339 | 2604 | 4943 | 2339 | 2604 |
Profit Streak | 19.6007 | 21.1007 | 19.6007 | 19.6007 | 21.1007 | 19.6007 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146058 | 305914 | -579566 | -577246 | -150555 | -581233 |
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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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