Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221745.4387 | 329470.7884 | -107725.3497 | -89952.2282 | 55633.4728 | -145585.7009 |
Total P&L (%) | 221.7454 | 329.4708 | -107.7254 | -89.9522 | 55.6335 | -145.5857 |
Avg Daily Profit (%) | 0.1169 | 0.1737 | -0.0568 | -0.121 | 0.0233 | 0 |
Buy And Hold Return (%) | 20.9365 | 20.9365 | 20.9365 | 20.9365 | 20.9365 | 20.9365 |
Max Trade Drawdown | -239797 | -129534 | -178515 | -386028 | -165547 | -254900 |
Profit Factor | 1.0747 | 1.2256 | 0.9286 | 0.9573 | 1.0556 | 0.8682 |
Total Trades | 1013 | 507 | 506 | 1013 | 507 | 506 |
Winning Trades | 556 | 271 | 285 | 556 | 271 | 285 |
Losing Trades | 457 | 236 | 221 | 457 | 236 | 221 |
Profitability (%) | 54.8865 | 53.4517 | 56.3241 | 54.8865 | 53.4517 | 56.3241 |
Ratio Avg Win / Avg Loss | 0.8833 | 1.0673 | 0.7201 | 0.7868 | 0.9193 | 0.6733 |
Largest Winning Trade | 55137 | 55137 | 30920 | 80326 | 44228 | 80326 |
Largest Losing Trade | -60789 | -38103 | -60789 | -77841 | -55816 | -77841 |
Avg Bars in Trades | 11 | 10 | 11 | 11 | 10 | 11 |
Avg Bars in Winners | 9 | 8 | 10 | 9 | 8 | 10 |
Avg Bars in Losers | 13 | 12 | 13 | 13 | 12 | 13 |
Bars Traded | 11348 | 5378 | 5970 | 11348 | 5378 | 5970 |
Profit Streak | 2.6507 | 2.6507 | 3.1507 | 2.6507 | 2.6507 | 3.1507 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -171424 | 301268 | -578597 | -575189 | -324803 | -578597 |
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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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