Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271185.7576 | 409831.9339 | -138646.1763 | -97701.0112 | 321452.9413 | -419153.9525 |
Total P&L (%) | 271.1858 | 409.8319 | -138.6462 | -97.701 | 321.4529 | -419.154 |
Avg Daily Profit (%) | 0.1196 | 0.1807 | -0.0611 | -0.1662 | 0.0634 | 0 |
Buy And Hold Return (%) | 142.6343 | 142.6343 | 142.6343 | 142.6343 | 142.6343 | 142.6343 |
Max Trade Drawdown | -402899 | -60050 | -535655 | -554045 | -32115 | -757588 |
Profit Factor | 1.1564 | 1.8023 | 0.8867 | 0.9039 | 6.4897 | 0.5625 |
Total Trades | 428 | 214 | 214 | 428 | 214 | 214 |
Winning Trades | 224 | 107 | 117 | 224 | 107 | 117 |
Losing Trades | 204 | 107 | 97 | 204 | 107 | 97 |
Profitability (%) | 52.3364 | 50 | 54.6729 | 52.3364 | 50 | 54.6729 |
Ratio Avg Win / Avg Loss | 1.0531 | 1.8023 | 0.7351 | 0.8232 | 6.4897 | 0.4664 |
Largest Winning Trade | 54899 | 54099 | 54899 | 95664 | 95664 | 89463 |
Largest Losing Trade | -124628 | -32677 | -124628 | -429158 | -18464 | -429158 |
Avg Bars in Trades | 21 | 10 | 31 | 21 | 10 | 31 |
Avg Bars in Winners | 19 | 10 | 28 | 20 | 10 | 29 |
Avg Bars in Losers | 22 | 10 | 35 | 21 | 10 | 34 |
Bars Traded | 9023 | 2211 | 6812 | 9023 | 2211 | 6812 |
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 | -86638 | 305756 | -579607 | -577960 | -104045 | -579607 |
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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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