Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 518287.0731 | 398298.0074 | 119989.0657 | 67847.3771 | -109218.6477 | 177066.0248 |
Total P&L (%) | 518.2871 | 398.298 | 119.9891 | 67.8474 | -109.2186 | 177.066 |
Avg Daily Profit (%) | 0.3499 | 0.2689 | 0.081 | 0.035 | 0 | 0.0688 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175711 | -191476 | -74672 | -696540 | -595652 | -217712 |
Profit Factor | 1.3609 | 1.4531 | 1.2153 | 1.0172 | 0.9542 | 1.1142 |
Total Trades | 438 | 219 | 219 | 438 | 219 | 219 |
Winning Trades | 172 | 73 | 99 | 172 | 73 | 99 |
Losing Trades | 266 | 146 | 120 | 266 | 146 | 120 |
Profitability (%) | 39.2694 | 33.3333 | 45.2055 | 39.2694 | 33.3333 | 45.2055 |
Ratio Avg Win / Avg Loss | 2.1046 | 2.9063 | 1.4732 | 1.5732 | 1.9085 | 1.3506 |
Largest Winning Trade | 313453 | 313453 | 34097 | 292439 | 292439 | 190358 |
Largest Losing Trade | -44674 | -24546 | -44674 | -114585 | -93134 | -114585 |
Avg Bars in Trades | 39 | 58 | 21 | 39 | 58 | 21 |
Avg Bars in Winners | 55 | 84 | 33 | 55 | 84 | 33 |
Avg Bars in Losers | 30 | 45 | 11 | 30 | 45 | 11 |
Bars Traded | 17508 | 12775 | 4733 | 17508 | 12775 | 4733 |
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 | 324085 | 160203 | -86222 | -348665 | -583891 | -196904 |
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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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