Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 209739.9702 | 174105.09 | 35634.8802 | 159908.271 | 156209.4336 | 3698.8374 |
Total P&L (%) | 209.74 | 174.1051 | 35.6349 | 159.9083 | 156.2094 | 3.6988 |
Avg Daily Profit (%) | 0.2014 | 0.1671 | 0.0342 | 0.0917 | 0.0904 | 0.0035 |
Buy And Hold Return (%) | 26.947 | 26.947 | 26.947 | 26.947 | 26.947 | 26.947 |
Max Trade Drawdown | -82074 | -76521 | -53409 | -407329 | -491577 | -251454 |
Profit Factor | 1.1741 | 1.3011 | 1.0569 | 1.0331 | 1.0667 | 1.0015 |
Total Trades | 817 | 409 | 408 | 817 | 409 | 408 |
Winning Trades | 385 | 187 | 198 | 385 | 187 | 198 |
Losing Trades | 432 | 222 | 210 | 432 | 222 | 210 |
Profitability (%) | 47.1236 | 45.7213 | 48.5294 | 47.1236 | 45.7213 | 48.5294 |
Ratio Avg Win / Avg Loss | 1.3174 | 1.5446 | 1.1209 | 1.1592 | 1.2664 | 1.0622 |
Largest Winning Trade | 58763 | 58763 | 26519 | 201684 | 201684 | 115526 |
Largest Losing Trade | -17106 | -14887 | -17106 | -99180 | -69460 | -99180 |
Avg Bars in Trades | 30 | 28 | 32 | 30 | 28 | 32 |
Avg Bars in Winners | 39 | 36 | 41 | 39 | 36 | 41 |
Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
Bars Traded | 24836 | 11596 | 13240 | 24836 | 11596 | 13240 |
Profit Streak | 0 | 0 | 3.7781 | 0 | 0 | 3.7781 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18218 | 301633 | -369118 | -252161 | -220052 | -571331 |
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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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