Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 212103.6434 | 197665.9775 | 14437.6659 | 127544.4975 | 276364.2011 | -148819.7036 |
Total P&L (%) | 212.1036 | 197.666 | 14.4377 | 127.5445 | 276.3642 | -148.8197 |
Avg Daily Profit (%) | 0.4072 | 0.3795 | 0.0277 | 0.158 | 0.2548 | 0 |
Buy And Hold Return (%) | 57.3073 | 57.3073 | 57.3073 | 57.3073 | 57.3073 | 57.3073 |
Max Trade Drawdown | -156288 | -103452 | -81844 | -527491 | -290492 | -275345 |
Profit Factor | 1.2272 | 1.4113 | 1.0319 | 1.0734 | 1.3112 | 0.8249 |
Total Trades | 796 | 398 | 398 | 796 | 398 | 398 |
Winning Trades | 369 | 170 | 199 | 369 | 170 | 199 |
Losing Trades | 427 | 228 | 199 | 427 | 228 | 199 |
Profitability (%) | 46.3568 | 42.7136 | 50 | 46.3568 | 42.7136 | 50 |
Ratio Avg Win / Avg Loss | 1.42 | 1.8929 | 1.0319 | 1.2421 | 1.7585 | 0.8249 |
Largest Winning Trade | 107773 | 107773 | 45893 | 259679 | 259679 | 50074 |
Largest Losing Trade | -18666 | -11511 | -18666 | -118829 | -45921 | -118829 |
Avg Bars in Trades | 31 | 29 | 32 | 31 | 29 | 32 |
Avg Bars in Winners | 40 | 38 | 42 | 40 | 38 | 42 |
Avg Bars in Losers | 22 | 22 | 23 | 22 | 22 | 23 |
Bars Traded | 24818 | 11692 | 13126 | 24818 | 11692 | 13126 |
Profit Streak | 3.6205 | 3.6205 | 3.808 | 3.6205 | 3.6205 | 3.808 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309657 | 221349 | -506551 | -135864 | 204881 | -580219 |
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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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