Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 534743.7044 | 542278.2924 | -7534.588 | 27543.0931 | -74513.5898 | 102056.6829 |
Total P&L (%) | 534.7437 | 542.2783 | -7.5346 | 27.5431 | -74.5136 | 102.0567 |
Avg Daily Profit (%) | 0.2771 | 0.281 | -0.0039 | 0.0126 | -0.0708 | 0.0365 |
Buy And Hold Return (%) | 11.4687 | 11.4687 | 11.4687 | 11.4687 | 11.4687 | 11.4687 |
Max Trade Drawdown | -127964 | -114334 | -172904 | -482399 | -463705 | -184256 |
Profit Factor | 1.3219 | 1.6961 | 0.9915 | 1.0084 | 0.9545 | 1.0622 |
Total Trades | 689 | 345 | 344 | 689 | 345 | 344 |
Winning Trades | 278 | 126 | 152 | 278 | 126 | 152 |
Losing Trades | 411 | 219 | 192 | 411 | 219 | 192 |
Profitability (%) | 40.3483 | 36.5217 | 44.186 | 40.3483 | 36.5217 | 44.186 |
Ratio Avg Win / Avg Loss | 1.9542 | 2.9479 | 1.2524 | 1.4908 | 1.6589 | 1.3418 |
Largest Winning Trade | 408208 | 408208 | 50983 | 231669 | 231669 | 161908 |
Largest Losing Trade | -30577 | -25880 | -30577 | -64175 | -54495 | -64175 |
Avg Bars in Trades | 33 | 27 | 39 | 33 | 27 | 39 |
Avg Bars in Winners | 58 | 50 | 65 | 58 | 50 | 65 |
Avg Bars in Losers | 16 | 14 | 17 | 16 | 14 | 17 |
Bars Traded | 22952 | 9534 | 13418 | 22952 | 9534 | 13418 |
Profit Streak | 0 | 0 | 8.8886 | 0 | 0 | 8.8886 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355359 | 296220 | -579460 | -391639 | -581715 | -296607 |
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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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