Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 451774.1541 | 418447.909 | 33326.2451 | 140931.2735 | 382188.2628 | -241256.9893 |
Total P&L (%) | 451.7742 | 418.4479 | 33.3262 | 140.9313 | 382.1883 | -241.257 |
Avg Daily Profit (%) | 0.2169 | 0.2009 | 0.016 | 0.0422 | 0.0755 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168081 | -110571 | -153552 | -1073496 | -569404 | -757511 |
Profit Factor | 1.2908 | 1.5926 | 1.0393 | 1.0288 | 1.1695 | 0.9086 |
Total Trades | 373 | 186 | 187 | 373 | 186 | 187 |
Winning Trades | 163 | 80 | 83 | 163 | 80 | 83 |
Losing Trades | 210 | 106 | 104 | 210 | 106 | 104 |
Profitability (%) | 43.6997 | 43.0108 | 44.385 | 43.6997 | 43.0108 | 44.385 |
Ratio Avg Win / Avg Loss | 1.663 | 2.1101 | 1.3023 | 1.3254 | 1.5496 | 1.1385 |
Largest Winning Trade | 124779 | 124779 | 62729 | 196683 | 167201 | 196683 |
Largest Losing Trade | -39636 | -35238 | -39636 | -401240 | -131415 | -401240 |
Avg Bars in Trades | 65 | 64 | 67 | 65 | 64 | 67 |
Avg Bars in Winners | 80 | 76 | 83 | 80 | 76 | 83 |
Avg Bars in Losers | 55 | 55 | 54 | 55 | 55 | 54 |
Bars Traded | 24609 | 12063 | 12546 | 24609 | 12063 | 12546 |
Profit Streak | 0 | 8.3405 | 0 | 0 | 8.3405 | 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 | 302546 | 323424 | -353308 | -325866 | -126627 | -580871 |
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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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