Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175627.7687 | 286587.6347 | -110959.866 | -92341.4994 | 311144.1679 | -403485.6673 |
Total P&L (%) | 175.6278 | 286.5876 | -110.9599 | -92.3415 | 311.1442 | -403.4857 |
Avg Daily Profit (%) | 0.0929 | 0.1517 | -0.0587 | -0.1359 | 0.0749 | 0 |
Buy And Hold Return (%) | 21.9786 | 21.9786 | 21.9786 | 21.9786 | 21.9786 | 21.9786 |
Max Trade Drawdown | -342583 | -168471 | -248412 | -874975 | -342253 | -714865 |
Profit Factor | 1.0703 | 1.246 | 0.9169 | 0.9713 | 1.2339 | 0.7865 |
Total Trades | 857 | 428 | 429 | 857 | 428 | 429 |
Winning Trades | 540 | 272 | 268 | 540 | 272 | 268 |
Losing Trades | 317 | 156 | 161 | 317 | 156 | 161 |
Profitability (%) | 63.0105 | 63.5514 | 62.4709 | 63.0105 | 63.5514 | 62.4709 |
Ratio Avg Win / Avg Loss | 0.6283 | 0.7146 | 0.5508 | 0.5702 | 0.7077 | 0.4725 |
Largest Winning Trade | 93803 | 93803 | 24794 | 88650 | 71857 | 88650 |
Largest Losing Trade | -47890 | -41647 | -47890 | -334939 | -136826 | -334939 |
Avg Bars in Trades | 4 | 4 | 4 | 4 | 4 | 4 |
Avg Bars in Winners | 2 | 2 | 2 | 2 | 2 | 2 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 3769 | 1893 | 1876 | 3769 | 1893 | 1876 |
Profit Streak | 4.2483 | 4.2483 | 16.7483 | 4.2483 | 4.2483 | 16.7483 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -206016 | 324802 | -575663 | -573011 | -91264 | -575663 |
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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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