Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159421.7589 | 228383.0762 | -68961.3173 | -72352.2255 | 258549.7504 | -330901.9759 |
Total P&L (%) | 159.4218 | 228.3831 | -68.9613 | -72.3522 | 258.5498 | -330.902 |
Avg Daily Profit (%) | 0.113 | 0.1618 | -0.0489 | -0.0911 | 0.0905 | 0 |
Buy And Hold Return (%) | 29.0139 | 29.0139 | 29.0139 | 29.0139 | 29.0139 | 29.0139 |
Max Trade Drawdown | -186240 | -110500 | -204524 | -810978 | -616827 | -497648 |
Profit Factor | 1.0704 | 1.2148 | 0.9427 | 0.9888 | 1.0824 | 0.9001 |
Total Trades | 922 | 461 | 461 | 922 | 461 | 461 |
Winning Trades | 619 | 310 | 309 | 619 | 310 | 309 |
Losing Trades | 303 | 151 | 152 | 303 | 151 | 152 |
Profitability (%) | 67.1367 | 67.2451 | 67.0282 | 67.1367 | 67.2451 | 67.0282 |
Ratio Avg Win / Avg Loss | 0.5239 | 0.5917 | 0.4637 | 0.484 | 0.5272 | 0.4428 |
Largest Winning Trade | 30870 | 30870 | 18912 | 80433 | 56896 | 80433 |
Largest Losing Trade | -42015 | -37849 | -42015 | -179627 | -176889 | -179627 |
Avg Bars in Trades | 18 | 17 | 18 | 18 | 17 | 18 |
Avg Bars in Winners | 10 | 9 | 10 | 10 | 9 | 10 |
Avg Bars in Losers | 34 | 33 | 35 | 34 | 33 | 35 |
Bars Traded | 16710 | 8056 | 8653 | 16710 | 8056 | 8653 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -180271 | 344086 | -576439 | -573046 | -199329 | -576439 |
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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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