Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 207315.976 | 294012.4015 | -86696.4255 | -89435.4213 | 15787.2076 | -105222.6289 |
Total P&L (%) | 207.316 | 294.0124 | -86.6964 | -89.4354 | 15.7872 | -105.2226 |
Avg Daily Profit (%) | 0.1101 | 0.1562 | -0.0461 | -0.1193 | 0.0078 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163159 | -99176 | -178466 | -109360 | -82968 | -117680 |
Profit Factor | 1.0933 | 1.2727 | 0.9243 | 0.9066 | 1.035 | 0.7924 |
Total Trades | 606 | 303 | 303 | 606 | 303 | 303 |
Winning Trades | 320 | 161 | 159 | 320 | 161 | 159 |
Losing Trades | 286 | 142 | 144 | 286 | 142 | 144 |
Profitability (%) | 52.8053 | 53.1353 | 52.4752 | 52.8053 | 53.1353 | 52.4752 |
Ratio Avg Win / Avg Loss | 0.9771 | 1.1225 | 0.8371 | 0.8103 | 0.9129 | 0.7177 |
Largest Winning Trade | 63033 | 63033 | 35255 | 23386 | 18953 | 23386 |
Largest Losing Trade | -65573 | -29726 | -65573 | -66008 | -23532 | -66008 |
Avg Bars in Trades | 18 | 19 | 16 | 18 | 19 | 16 |
Avg Bars in Winners | 19 | 19 | 18 | 19 | 19 | 18 |
Avg Bars in Losers | 17 | 19 | 15 | 17 | 19 | 15 |
Bars Traded | 11141 | 6003 | 5138 | 11141 | 6003 | 5138 |
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 | -161761 | 319575 | -579150 | -576970 | -374086 | -579150 |
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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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