Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297351.3844 | 331652.7206 | -34301.3362 | -36424.0315 | 70343.19 | -106767.2215 |
Total P&L (%) | 297.3514 | 331.6527 | -34.3013 | -36.424 | 70.3432 | -106.7672 |
Avg Daily Profit (%) | 0.1427 | 0.1592 | -0.0165 | -0.0217 | 0.0256 | 0 |
Buy And Hold Return (%) | 14.402 | 14.402 | 14.402 | 14.402 | 14.402 | 14.402 |
Max Trade Drawdown | -222817 | -108096 | -158842 | -1385899 | -1096154 | -803675 |
Profit Factor | 1.154 | 1.3283 | 0.9628 | 0.9954 | 1.0167 | 0.9711 |
Total Trades | 966 | 483 | 483 | 966 | 483 | 483 |
Winning Trades | 456 | 227 | 229 | 456 | 227 | 229 |
Losing Trades | 510 | 256 | 254 | 510 | 256 | 254 |
Profitability (%) | 47.205 | 46.9979 | 47.412 | 47.205 | 46.9979 | 47.412 |
Ratio Avg Win / Avg Loss | 1.2906 | 1.498 | 1.0679 | 1.1133 | 1.1466 | 1.0771 |
Largest Winning Trade | 126453 | 126453 | 36214 | 800210 | 800210 | 240803 |
Largest Losing Trade | -33255 | -22763 | -33255 | -176462 | -170501 | -176462 |
Avg Bars in Trades | 25 | 25 | 26 | 25 | 25 | 26 |
Avg Bars in Winners | 32 | 32 | 33 | 32 | 32 | 33 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 24884 | 12270 | 12614 | 24884 | 12270 | 12614 |
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 | -49020 | 309877 | -577871 | -574458 | -361224 | -577871 |
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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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