Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365582.1522 | 409372.6339 | -43790.4817 | -90830.6459 | -65903.2552 | -24927.3907 |
Total P&L (%) | 365.5822 | 409.3726 | -43.7905 | -90.8306 | -65.9033 | -24.9274 |
Avg Daily Profit (%) | 0.1576 | 0.1764 | -0.0189 | -0.1029 | -0.0464 | -0.0124 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -268093 | -141789 | -368569 | -120708 | -94044 | -75995 |
Profit Factor | 1.0903 | 1.2046 | 0.9786 | 0.8694 | 0.8241 | 0.9224 |
Total Trades | 1713 | 857 | 856 | 1713 | 857 | 856 |
Winning Trades | 659 | 330 | 329 | 659 | 330 | 329 |
Losing Trades | 1054 | 527 | 527 | 1054 | 527 | 527 |
Profitability (%) | 38.4705 | 38.5064 | 38.4346 | 38.4705 | 38.5064 | 38.4346 |
Ratio Avg Win / Avg Loss | 1.7439 | 1.9237 | 1.5675 | 1.3906 | 1.316 | 1.4775 |
Largest Winning Trade | 52982 | 52982 | 47096 | 21027 | 21027 | 15284 |
Largest Losing Trade | -88772 | -27915 | -88772 | -21714 | -17586 | -21714 |
Avg Bars in Trades | 8 | 7 | 8 | 8 | 7 | 8 |
Avg Bars in Winners | 11 | 10 | 12 | 11 | 10 | 12 |
Avg Bars in Losers | 6 | 6 | 5 | 6 | 6 | 5 |
Bars Traded | 13902 | 6773 | 7129 | 13902 | 6773 | 7129 |
Profit Streak | 16.3609 | 16.3609 | 17.1942 | 16.3609 | 16.3609 | 17.1942 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108793 | 300073 | -577735 | -575109 | -578807 | -578846 |
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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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