Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368816.9354 | 343586.6535 | 25230.2819 | 116998.4359 | 1342269.02 | -1225270.584 |
Total P&L (%) | 368.8169 | 343.5867 | 25.2303 | 116.9984 | 1342.269 | -1225.2706 |
Avg Daily Profit (%) | 0.1571 | 0.1464 | 0.0108 | 0.033 | 0.1138 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152793 | -80963 | -144197 | -2112345 | -1107880 | -1515524 |
Profit Factor | 1.2838 | 1.5306 | 1.0387 | 1.0143 | 1.3275 | 0.7002 |
Total Trades | 398 | 199 | 199 | 398 | 199 | 199 |
Winning Trades | 176 | 87 | 89 | 176 | 87 | 89 |
Losing Trades | 222 | 112 | 110 | 222 | 112 | 110 |
Profitability (%) | 44.2211 | 43.7186 | 44.7236 | 44.2211 | 43.7186 | 44.7236 |
Ratio Avg Win / Avg Loss | 1.6193 | 1.9705 | 1.2838 | 1.2794 | 1.7089 | 0.8655 |
Largest Winning Trade | 146212 | 146212 | 57878 | 1163432 | 1163432 | 178344 |
Largest Losing Trade | -35297 | -35297 | -31676 | -550922 | -550922 | -392435 |
Avg Bars in Trades | 17 | 20 | 15 | 17 | 20 | 15 |
Avg Bars in Winners | 23 | 28 | 18 | 23 | 28 | 18 |
Avg Bars in Losers | 12 | 13 | 12 | 12 | 13 | 12 |
Bars Traded | 6965 | 3980 | 2985 | 6965 | 3980 | 2985 |
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 | 304620 | 119214 | -361259 | -353482 | -41004 | -582065 |
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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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