Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 217459.7404 | 305457.137 | -87997.3966 | -83844.2246 | 203034.975 | -286879.1996 |
Total P&L (%) | 217.4597 | 305.4571 | -87.9974 | -83.8442 | 203.035 | -286.8792 |
Avg Daily Profit (%) | 0.1141 | 0.1603 | -0.0462 | -0.0956 | 0.0582 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -319034 | -230060 | -162609 | -527724 | -313274 | -368539 |
Profit Factor | 1.109 | 1.3388 | 0.9196 | 0.967 | 1.1805 | 0.7968 |
Total Trades | 844 | 422 | 422 | 844 | 422 | 422 |
Winning Trades | 408 | 192 | 216 | 408 | 192 | 216 |
Losing Trades | 436 | 230 | 206 | 436 | 230 | 206 |
Profitability (%) | 48.3412 | 45.4976 | 51.1848 | 48.3412 | 45.4976 | 51.1848 |
Ratio Avg Win / Avg Loss | 1.1851 | 1.6038 | 0.877 | 1.0333 | 1.4141 | 0.7599 |
Largest Winning Trade | 115051 | 115051 | 44078 | 222982 | 222982 | 78854 |
Largest Losing Trade | -47486 | -31324 | -47486 | -174296 | -54285 | -174296 |
Avg Bars in Trades | 26 | 25 | 28 | 26 | 25 | 28 |
Avg Bars in Winners | 33 | 30 | 36 | 33 | 30 | 36 |
Avg Bars in Losers | 20 | 21 | 19 | 20 | 21 | 19 |
Bars Traded | 22761 | 10852 | 11909 | 22761 | 10852 | 11909 |
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 | -136895 | 320062 | -578696 | -574653 | -137077 | -578696 |
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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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