Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368530.6712 | 356170.5389 | 12360.1322 | -15976.4951 | 26295.4213 | -42271.9164 |
Total P&L (%) | 368.5307 | 356.1705 | 12.3601 | -15.9765 | 26.2954 | -42.2719 |
Avg Daily Profit (%) | 0.1769 | 0.171 | 0.0059 | -0.0084 | 0.0112 | -0.0264 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -230096 | -165647 | -152663 | -626096 | -453530 | -260533 |
Profit Factor | 1.2007 | 1.3998 | 1.0131 | 0.9952 | 1.0155 | 0.9744 |
Total Trades | 542 | 271 | 271 | 542 | 271 | 271 |
Winning Trades | 228 | 111 | 117 | 228 | 111 | 117 |
Losing Trades | 314 | 160 | 154 | 314 | 160 | 154 |
Profitability (%) | 42.0664 | 40.9594 | 43.1734 | 42.0664 | 40.9594 | 43.1734 |
Ratio Avg Win / Avg Loss | 1.6536 | 2.0178 | 1.3334 | 1.3706 | 1.4638 | 1.2826 |
Largest Winning Trade | 190310 | 190310 | 47491 | 207208 | 207208 | 92143 |
Largest Losing Trade | -58328 | -23050 | -58328 | -83142 | -83142 | -77337 |
Avg Bars in Trades | 45 | 46 | 45 | 45 | 46 | 45 |
Avg Bars in Winners | 60 | 62 | 58 | 60 | 62 | 58 |
Avg Bars in Losers | 35 | 35 | 34 | 35 | 35 | 34 |
Bars Traded | 24813 | 12563 | 12250 | 24813 | 12563 | 12250 |
Profit Streak | 10.9973 | 0 | 19.4973 | 10.9973 | 0 | 19.4973 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302393 | 234871 | -484123 | -578723 | -387403 | -579838 |
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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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