Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256435.7494 | 485477.1759 | -229041.4264 | -95074.1927 | 236008.3049 | -331082.4976 |
Total P&L (%) | 256.4357 | 485.4772 | -229.0414 | -95.0742 | 236.0083 | -331.0825 |
Avg Daily Profit (%) | 0.1128 | 0.2136 | -0.1008 | -0.1323 | 0.0533 | 0 |
Buy And Hold Return (%) | 50.073 | 50.073 | 50.073 | 50.073 | 50.073 | 50.073 |
Max Trade Drawdown | -321556 | -188363 | -250894 | -901034 | -693056 | -346841 |
Profit Factor | 1.1503 | 1.4315 | 0.6062 | 0.9646 | 1.1268 | 0.5982 |
Total Trades | 381 | 190 | 191 | 381 | 190 | 191 |
Winning Trades | 183 | 95 | 88 | 183 | 95 | 88 |
Losing Trades | 198 | 95 | 103 | 198 | 95 | 103 |
Profitability (%) | 48.0315 | 50 | 46.0733 | 48.0315 | 50 | 46.0733 |
Ratio Avg Win / Avg Loss | 1.2445 | 1.4315 | 0.7096 | 1.0437 | 1.1268 | 0.7001 |
Largest Winning Trade | 269254 | 269254 | 15239 | 590387 | 590387 | 79684 |
Largest Losing Trade | -51517 | -51517 | -27093 | -313335 | -313335 | -71409 |
Avg Bars in Trades | 17 | 31 | 3 | 17 | 31 | 3 |
Avg Bars in Winners | 16 | 28 | 3 | 16 | 28 | 3 |
Avg Bars in Losers | 17 | 33 | 3 | 17 | 33 | 3 |
Bars Traded | 6538 | 5939 | 600 | 6538 | 5939 | 600 |
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 | -97397 | 326300 | -581582 | -577607 | -203928 | -581582 |
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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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