Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 545012.057 | 492489.4309 | 52522.6261 | -18426.3142 | 304553.2911 | -322979.6053 |
Total P&L (%) | 545.0121 | 492.4894 | 52.5226 | -18.4263 | 304.5533 | -322.9796 |
Avg Daily Profit (%) | 0.3404 | 0.3076 | 0.0328 | -0.0127 | 0.0873 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191525 | -143905 | -142783 | -1121019 | -535338 | -714603 |
Profit Factor | 1.5205 | 2.0515 | 1.0907 | 0.9923 | 1.3412 | 0.7825 |
Total Trades | 377 | 189 | 188 | 377 | 189 | 188 |
Winning Trades | 189 | 81 | 108 | 189 | 81 | 108 |
Losing Trades | 188 | 108 | 80 | 188 | 108 | 80 |
Profitability (%) | 50.1326 | 42.8571 | 57.4468 | 50.1326 | 42.8571 | 57.4468 |
Ratio Avg Win / Avg Loss | 1.5124 | 2.7354 | 0.808 | 0.987 | 1.7883 | 0.5797 |
Largest Winning Trade | 329720 | 329720 | 59168 | 375661 | 375090 | 375661 |
Largest Losing Trade | -56657 | -29716 | -56657 | -582621 | -162482 | -582621 |
Avg Bars in Trades | 24 | 21 | 28 | 24 | 21 | 28 |
Avg Bars in Winners | 29 | 30 | 29 | 29 | 30 | 29 |
Avg Bars in Losers | 20 | 15 | 26 | 20 | 15 | 26 |
Bars Traded | 9419 | 4152 | 5267 | 9419 | 4152 | 5267 |
Profit Streak | 0 | 0 | 18.5762 | 0 | 0 | 18.5762 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 505645 | 373475 | -270378 | -578512 | -76992 | -578544 |
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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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