Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502530.6053 | 576072.2187 | -73541.6134 | -43679.6319 | 138317.1092 | -181996.7412 |
Total P&L (%) | 502.5306 | 576.0722 | -73.5416 | -43.6796 | 138.3171 | -181.9967 |
Avg Daily Profit (%) | 0.2412 | 0.2765 | -0.0353 | -0.0276 | 0.0417 | 0 |
Buy And Hold Return (%) | 98.2213 | 98.2213 | 98.2213 | 98.2213 | 98.2213 | 98.2213 |
Max Trade Drawdown | -178814 | -132323 | -338203 | -413193 | -323153 | -290382 |
Profit Factor | 1.2048 | 1.5344 | 0.9466 | 0.9872 | 1.0844 | 0.8973 |
Total Trades | 839 | 419 | 420 | 839 | 419 | 420 |
Winning Trades | 396 | 175 | 221 | 396 | 175 | 221 |
Losing Trades | 443 | 244 | 199 | 443 | 244 | 199 |
Profitability (%) | 47.199 | 41.7661 | 52.619 | 47.199 | 41.7661 | 52.619 |
Ratio Avg Win / Avg Loss | 1.3478 | 2.1394 | 0.8523 | 1.1044 | 1.512 | 0.8079 |
Largest Winning Trade | 208842 | 208842 | 43037 | 222686 | 222686 | 94513 |
Largest Losing Trade | -30679 | -22130 | -30679 | -64325 | -58980 | -64325 |
Avg Bars in Trades | 29 | 24 | 34 | 29 | 24 | 34 |
Avg Bars in Winners | 39 | 35 | 42 | 39 | 35 | 42 |
Avg Bars in Losers | 21 | 16 | 26 | 21 | 16 | 26 |
Bars Traded | 24902 | 10286 | 14615 | 24902 | 10286 | 14615 |
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 | 367445 | 333811 | -578798 | -575540 | -303823 | -578798 |
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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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