Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348554.4497 | 316134.5082 | 32419.9415 | -44785.3899 | 611009.6525 | -655795.0424 |
Total P&L (%) | 348.5545 | 316.1345 | 32.4199 | -44.7854 | 611.0097 | -655.795 |
Avg Daily Profit (%) | 0.196 | 0.1778 | 0.0182 | -0.0334 | 0.1104 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -242387 | -139478 | -202809 | -1462726 | -640188 | -1662461 |
Profit Factor | 1.1876 | 1.3772 | 1.0318 | 0.9932 | 1.2309 | 0.8347 |
Total Trades | 525 | 263 | 262 | 525 | 263 | 262 |
Winning Trades | 259 | 121 | 138 | 259 | 121 | 138 |
Losing Trades | 266 | 142 | 124 | 266 | 142 | 124 |
Profitability (%) | 49.3333 | 46.0076 | 52.6718 | 49.3333 | 46.0076 | 52.6718 |
Ratio Avg Win / Avg Loss | 1.2197 | 1.6162 | 0.9271 | 1.0201 | 1.4445 | 0.75 |
Largest Winning Trade | 44917 | 44917 | 44211 | 324926 | 324926 | 257183 |
Largest Losing Trade | -87411 | -26176 | -87411 | -909007 | -146606 | -909007 |
Avg Bars in Trades | 10 | 10 | 9 | 10 | 10 | 9 |
Avg Bars in Winners | 11 | 12 | 10 | 11 | 12 | 10 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 5286 | 2746 | 2540 | 5286 | 2746 | 2540 |
Profit Streak | 9.6699 | 9.6699 | 13.0033 | 9.6699 | 9.6699 | 13.0033 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2696 | 335106 | -356564 | -575242 | -45341 | -578730 |
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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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