Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324468.2004 | 320681.318 | 3786.8824 | 8217.2892 | 455203.4265 | -446986.1373 |
Total P&L (%) | 324.4682 | 320.6813 | 3.7869 | 8.2173 | 455.2034 | -446.9861 |
Avg Daily Profit (%) | 0.2299 | 0.2272 | 0.0027 | 0.0056 | 0.1215 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134719 | -107538 | -184255 | -697303 | -522963 | -880737 |
Profit Factor | 1.2214 | 1.3874 | 1.0059 | 1.0015 | 1.1542 | 0.8193 |
Total Trades | 398 | 199 | 199 | 398 | 199 | 199 |
Winning Trades | 206 | 104 | 102 | 206 | 104 | 102 |
Losing Trades | 192 | 95 | 97 | 192 | 95 | 97 |
Profitability (%) | 51.7588 | 52.2613 | 51.2563 | 51.7588 | 52.2613 | 51.2563 |
Ratio Avg Win / Avg Loss | 1.1384 | 1.2673 | 0.9566 | 0.9335 | 1.0544 | 0.7792 |
Largest Winning Trade | 39011 | 39011 | 28003 | 156525 | 156525 | 130478 |
Largest Losing Trade | -69165 | -41731 | -69165 | -395097 | -199177 | -395097 |
Avg Bars in Trades | 41 | 55 | 28 | 41 | 55 | 28 |
Avg Bars in Winners | 38 | 49 | 27 | 38 | 49 | 27 |
Avg Bars in Losers | 45 | 61 | 29 | 45 | 61 | 29 |
Bars Traded | 16709 | 10996 | 5713 | 16709 | 10996 | 5713 |
Profit Streak | 0 | 0 | 463.3069 | 0 | 0 | 463.3069 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352391 | 333030 | -569156 | -569341 | -80848 | -579266 |
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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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