Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413556.695 | 363150.4142 | 50406.2808 | -26433.4503 | 46694.8773 | -73128.3276 |
Total P&L (%) | 413.5567 | 363.1504 | 50.4063 | -26.4335 | 46.6949 | -73.1283 |
Avg Daily Profit (%) | 0.2154 | 0.1892 | 0.0263 | -0.016 | 0.02 | -0.0684 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -285391 | -104483 | -277315 | -115699 | -71746 | -116166 |
Profit Factor | 1.1559 | 1.2937 | 1.0356 | 0.9618 | 1.1528 | 0.8106 |
Total Trades | 726 | 363 | 363 | 726 | 363 | 363 |
Winning Trades | 383 | 181 | 202 | 383 | 181 | 202 |
Losing Trades | 343 | 182 | 161 | 343 | 182 | 161 |
Profitability (%) | 52.7548 | 49.8623 | 55.6474 | 52.7548 | 49.8623 | 55.6474 |
Ratio Avg Win / Avg Loss | 1.0351 | 1.3008 | 0.8254 | 0.8613 | 1.1591 | 0.6461 |
Largest Winning Trade | 58307 | 58307 | 33143 | 18211 | 18211 | 11924 |
Largest Losing Trade | -51165 | -32446 | -51165 | -27825 | -18062 | -27825 |
Avg Bars in Trades | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Winners | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 7669 | 3849 | 3820 | 7669 | 3849 | 3820 |
Profit Streak | 0 | 0 | 9.9508 | 0 | 0 | 9.9508 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36904 | 329047 | -339148 | -576350 | -218732 | -577762 |
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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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