Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336311.4194 | 305394.9507 | 30916.4688 | 43154.7438 | 263640.6903 | -220485.9465 |
Total P&L (%) | 336.3114 | 305.395 | 30.9165 | 43.1547 | 263.6407 | -220.4859 |
Avg Daily Profit (%) | 0.153 | 0.1389 | 0.0141 | 0.0163 | 0.0587 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187022 | -144766 | -108587 | -505830 | -253247 | -306750 |
Profit Factor | 1.224 | 1.4252 | 1.0395 | 1.0187 | 1.2561 | 0.8274 |
Total Trades | 422 | 211 | 211 | 422 | 211 | 211 |
Winning Trades | 226 | 108 | 118 | 226 | 108 | 118 |
Losing Trades | 196 | 103 | 93 | 196 | 103 | 93 |
Profitability (%) | 53.5545 | 51.1848 | 55.9242 | 53.5545 | 51.1848 | 55.9242 |
Ratio Avg Win / Avg Loss | 1.0615 | 1.3593 | 0.8192 | 0.8835 | 1.1979 | 0.6521 |
Largest Winning Trade | 123880 | 123880 | 43068 | 118833 | 118833 | 80637 |
Largest Losing Trade | -37932 | -30058 | -37932 | -142016 | -75858 | -142016 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 6529 | 3297 | 3232 | 6529 | 3297 | 3232 |
Profit Streak | 0 | 0 | 19.0607 | 0 | 0 | 19.0607 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352169 | -5776 | -353722 | -371662 | -113698 | -578623 |
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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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