Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135971.2712 | 393557.1262 | -257585.855 | -98446.3154 | 270428.03 | -368874.3453 |
Total P&L (%) | 135.9713 | 393.5571 | -257.5859 | -98.4463 | 270.428 | -368.8743 |
Avg Daily Profit (%) | 0.0653 | 0.1889 | -0.1236 | -0.1997 | 0.0629 | 0 |
Buy And Hold Return (%) | 55.1148 | 55.1148 | 55.1148 | 55.1148 | 55.1148 | 55.1148 |
Max Trade Drawdown | -320076 | -186636 | -281179 | -596981 | -308593 | -387402 |
Profit Factor | 1.0575 | 1.3305 | 0.7806 | 0.9439 | 1.3115 | 0.5839 |
Total Trades | 717 | 358 | 359 | 717 | 358 | 359 |
Winning Trades | 322 | 163 | 159 | 322 | 163 | 159 |
Losing Trades | 395 | 195 | 200 | 395 | 195 | 200 |
Profitability (%) | 44.9093 | 45.5307 | 44.2897 | 44.9093 | 45.5307 | 44.2897 |
Ratio Avg Win / Avg Loss | 1.2972 | 1.5917 | 0.9818 | 1.1579 | 1.569 | 0.7345 |
Largest Winning Trade | 277022 | 277022 | 60590 | 417919 | 417919 | 40270 |
Largest Losing Trade | -41087 | -33466 | -41087 | -91866 | -91866 | -77802 |
Avg Bars in Trades | 34 | 31 | 37 | 34 | 31 | 37 |
Avg Bars in Winners | 49 | 45 | 52 | 49 | 45 | 52 |
Avg Bars in Losers | 22 | 19 | 25 | 22 | 19 | 25 |
Bars Traded | 24721 | 11285 | 13437 | 24721 | 11285 | 13437 |
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 | -265069 | 305485 | -581677 | -577345 | -109545 | -581677 |
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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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