Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 632073.9718 | 637490.5656 | -5416.5938 | 139718.992 | 111791.162 | 27927.8299 |
Total P&L (%) | 632.074 | 637.4906 | -5.4166 | 139.719 | 111.7912 | 27.9278 |
Avg Daily Profit (%) | 0.3034 | 0.306 | -0.0026 | 0.042 | 0.036 | 0.0118 |
Buy And Hold Return (%) | 97.8304 | 97.8304 | 97.8304 | 97.8304 | 97.8304 | 97.8304 |
Max Trade Drawdown | -212621 | -126030 | -344928 | -1024751 | -758030 | -453007 |
Profit Factor | 1.2972 | 1.6305 | 0.9951 | 1.0273 | 1.0432 | 1.011 |
Total Trades | 647 | 323 | 324 | 647 | 323 | 324 |
Winning Trades | 255 | 119 | 136 | 255 | 119 | 136 |
Losing Trades | 392 | 204 | 188 | 392 | 204 | 188 |
Profitability (%) | 39.4127 | 36.8421 | 41.9753 | 39.4127 | 36.8421 | 41.9753 |
Ratio Avg Win / Avg Loss | 1.9942 | 2.7951 | 1.3756 | 1.5792 | 1.7883 | 1.3976 |
Largest Winning Trade | 297309 | 297309 | 61946 | 221417 | 221417 | 171133 |
Largest Losing Trade | -37413 | -37413 | -34717 | -186560 | -186560 | -109309 |
Avg Bars in Trades | 38 | 37 | 39 | 38 | 37 | 39 |
Avg Bars in Winners | 59 | 58 | 59 | 59 | 58 | 59 |
Avg Bars in Losers | 25 | 25 | 24 | 25 | 25 | 24 |
Bars Traded | 24868 | 12126 | 12742 | 24868 | 12126 | 12742 |
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 | 324100 | 278093 | -581093 | -359567 | -442074 | -553207 |
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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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