Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352903.878 | 533851.3698 | -180947.4918 | -82326.0341 | 2685624.3831 | -2767950.4172 |
Total P&L (%) | 352.9039 | 533.8514 | -180.9475 | -82.326 | 2685.6244 | -2767.9504 |
Avg Daily Profit (%) | 0.1942 | 0.2937 | -0.0995 | -0.0953 | 0.1832 | 0 |
Buy And Hold Return (%) | 586.31 | 586.31 | 586.31 | 586.31 | 586.31 | 586.31 |
Max Trade Drawdown | -361934 | -175665 | -258924 | -4233195 | -2309138 | -3830036 |
Profit Factor | 1.1894 | 1.5943 | 0.8125 | 0.9946 | 1.4241 | 0.6866 |
Total Trades | 429 | 214 | 215 | 429 | 214 | 215 |
Winning Trades | 216 | 107 | 109 | 216 | 107 | 109 |
Losing Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Profitability (%) | 50.3497 | 50 | 50.6977 | 50.3497 | 50 | 50.6977 |
Ratio Avg Win / Avg Loss | 1.1729 | 1.5943 | 0.7901 | 0.9808 | 1.4241 | 0.6677 |
Largest Winning Trade | 233901 | 233901 | 42022 | 2274587 | 2274587 | 619602 |
Largest Losing Trade | -38745 | -35682 | -38745 | -1363108 | -555187 | -1363108 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 13 | 13 | 14 | 13 | 13 | 14 |
Avg Bars in Losers | 11 | 12 | 10 | 11 | 12 | 10 |
Bars Traded | 5422 | 2719 | 2703 | 5422 | 2719 | 2703 |
Profit Streak | 0 | 11.5467 | 0 | 0 | 11.5467 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167808 | -152472 | -579839 | -578212 | 306139 | -579839 |
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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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