Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 229816.6594 | 255985.6248 | -26168.9654 | -55607.6288 | 164362.9445 | -219970.5732 |
Total P&L (%) | 229.8167 | 255.9856 | -26.169 | -55.6076 | 164.3629 | -219.9706 |
Avg Daily Profit (%) | 0.142 | 0.1582 | -0.0162 | -0.0502 | 0.0601 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -330039 | -255698 | -153933 | -1893310 | -1682606 | -1272748 |
Profit Factor | 1.0916 | 1.2118 | 0.9799 | 0.9961 | 1.0222 | 0.9675 |
Total Trades | 1336 | 668 | 668 | 1336 | 668 | 668 |
Winning Trades | 519 | 287 | 232 | 519 | 287 | 232 |
Losing Trades | 817 | 381 | 436 | 817 | 381 | 436 |
Profitability (%) | 38.8473 | 42.9641 | 34.7305 | 38.8473 | 42.9641 | 34.7305 |
Ratio Avg Win / Avg Loss | 1.7184 | 1.6087 | 1.8415 | 1.568 | 1.3569 | 1.8183 |
Largest Winning Trade | 101881 | 101881 | 46611 | 573263 | 369091 | 573263 |
Largest Losing Trade | -40300 | -16541 | -40300 | -257286 | -257286 | -253723 |
Avg Bars in Trades | 14 | 10 | 18 | 14 | 10 | 18 |
Avg Bars in Winners | 22 | 11 | 36 | 22 | 11 | 36 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 19182 | 6794 | 12388 | 19182 | 6794 | 12388 |
Profit Streak | 0 | 468.9234 | 0 | 0 | 468.9234 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119463 | 323283 | -580726 | -575412 | -307756 | -580726 |
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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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