Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297229.983 | 403843.4783 | -106613.4952 | -77979.1006 | 201946.4805 | -279925.581 |
Total P&L (%) | 297.23 | 403.8435 | -106.6135 | -77.9791 | 201.9465 | -279.9256 |
Avg Daily Profit (%) | 0.1599 | 0.2172 | -0.0574 | -0.0814 | 0.0595 | 0 |
Buy And Hold Return (%) | 54.7912 | 54.7912 | 54.7912 | 54.7912 | 54.7912 | 54.7912 |
Max Trade Drawdown | -169100 | -151040 | -277529 | -224213 | -69252 | -313805 |
Profit Factor | 1.0904 | 1.2514 | 0.9366 | 0.9447 | 1.3044 | 0.6247 |
Total Trades | 979 | 489 | 490 | 979 | 489 | 490 |
Winning Trades | 425 | 215 | 210 | 425 | 215 | 210 |
Losing Trades | 554 | 274 | 280 | 554 | 274 | 280 |
Profitability (%) | 43.4116 | 43.9673 | 42.8571 | 43.4116 | 43.9673 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.4214 | 1.5947 | 1.2488 | 1.2314 | 1.6624 | 0.8329 |
Largest Winning Trade | 60857 | 60857 | 42522 | 79760 | 79760 | 24712 |
Largest Losing Trade | -43955 | -26002 | -43955 | -35169 | -25468 | -35169 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 14 | 13 | 15 | 14 | 13 | 15 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 11100 | 5410 | 5690 | 11100 | 5410 | 5690 |
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 | -111610 | 309515 | -579606 | -575866 | -114870 | -581272 |
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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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