Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320056.9334 | 214346.8309 | 105710.1024 | -15566.4017 | -13345.8859 | -2220.5158 |
Total P&L (%) | 320.0569 | 214.3468 | 105.7101 | -15.5664 | -13.3459 | -2.2205 |
Avg Daily Profit (%) | 0.3146 | 0.2107 | 0.1039 | -0.0166 | -0.0141 | -0.0022 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124083 | -112133 | -112397 | -235316 | -210517 | -145469 |
Profit Factor | 1.1547 | 1.2132 | 1.0993 | 0.993 | 0.9876 | 0.998 |
Total Trades | 894 | 447 | 447 | 894 | 447 | 447 |
Winning Trades | 476 | 223 | 253 | 476 | 223 | 253 |
Losing Trades | 418 | 224 | 194 | 418 | 224 | 194 |
Profitability (%) | 53.2438 | 49.8881 | 56.5996 | 53.2438 | 49.8881 | 56.5996 |
Ratio Avg Win / Avg Loss | 1.014 | 1.2187 | 0.843 | 0.872 | 0.9921 | 0.7653 |
Largest Winning Trade | 48863 | 48863 | 22112 | 34598 | 34598 | 25937 |
Largest Losing Trade | -86953 | -21742 | -86953 | -127576 | -34488 | -127576 |
Avg Bars in Trades | 27 | 26 | 27 | 27 | 26 | 27 |
Avg Bars in Winners | 26 | 26 | 26 | 26 | 26 | 26 |
Avg Bars in Losers | 28 | 27 | 28 | 28 | 27 | 28 |
Bars Traded | 24183 | 12052 | 12131 | 24183 | 12052 | 12131 |
Profit Streak | 4.0698 | 0 | 14.1531 | 4.0698 | 0 | 14.1531 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36152 | 334122 | -162657 | -575148 | -578763 | -576269 |
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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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