Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389363.811 | 386557.5265 | 2806.2845 | -37962.5637 | 169442.4276 | -207404.9912 |
Total P&L (%) | 389.3638 | 386.5575 | 2.8063 | -37.9626 | 169.4424 | -207.405 |
Avg Daily Profit (%) | 0.21 | 0.2084 | 0.0015 | -0.0257 | 0.0535 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215170 | -117213 | -189831 | -286398 | -249269 | -245805 |
Profit Factor | 1.2385 | 1.5186 | 1.0032 | 0.9801 | 1.1999 | 0.8049 |
Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
Winning Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Losing Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Profitability (%) | 50.2924 | 50.2924 | 50.2924 | 50.2924 | 50.2924 | 50.2924 |
Ratio Avg Win / Avg Loss | 1.2241 | 1.5009 | 0.9915 | 0.9687 | 1.1859 | 0.7956 |
Largest Winning Trade | 83327 | 83327 | 48939 | 102067 | 102067 | 80012 |
Largest Losing Trade | -57695 | -27946 | -57695 | -120903 | -54540 | -120903 |
Avg Bars in Trades | 32 | 33 | 30 | 32 | 33 | 30 |
Avg Bars in Winners | 37 | 34 | 40 | 37 | 34 | 40 |
Avg Bars in Losers | 26 | 33 | 20 | 26 | 33 | 20 |
Bars Traded | 10944 | 5783 | 5161 | 10944 | 5783 | 5161 |
Profit Streak | 0 | 0 | 43.7529 | 0 | 0 | 43.7529 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332659 | 381667 | -573914 | -578951 | -121798 | -579412 |
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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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