Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168716.5367 | 283428.6372 | -114712.1005 | -96460.4538 | 294645.557 | -391106.0108 |
Total P&L (%) | 168.7165 | 283.4286 | -114.7121 | -96.4605 | 294.6456 | -391.106 |
Avg Daily Profit (%) | 0.0894 | 0.1502 | -0.0608 | -0.1769 | 0.0728 | 0 |
Buy And Hold Return (%) | 16.359 | 16.359 | 16.359 | 16.359 | 16.359 | 16.359 |
Max Trade Drawdown | -328083 | -165781 | -261912 | -655697 | -254536 | -611488 |
Profit Factor | 1.0702 | 1.2574 | 0.9118 | 0.9607 | 1.3107 | 0.74 |
Total Trades | 712 | 356 | 356 | 712 | 356 | 356 |
Winning Trades | 447 | 221 | 226 | 447 | 221 | 226 |
Losing Trades | 265 | 135 | 130 | 265 | 135 | 130 |
Profitability (%) | 62.7809 | 62.0787 | 63.4831 | 62.7809 | 62.0787 | 63.4831 |
Ratio Avg Win / Avg Loss | 0.6345 | 0.7681 | 0.5245 | 0.5695 | 0.8007 | 0.4256 |
Largest Winning Trade | 51061 | 51061 | 31849 | 88928 | 65513 | 88928 |
Largest Losing Trade | -81651 | -39518 | -81651 | -238316 | -102384 | -238316 |
Avg Bars in Trades | 7 | 7 | 8 | 7 | 7 | 8 |
Avg Bars in Winners | 5 | 4 | 5 | 5 | 4 | 5 |
Avg Bars in Losers | 12 | 11 | 13 | 12 | 11 | 13 |
Bars Traded | 5620 | 2583 | 3037 | 5620 | 2583 | 3037 |
Profit Streak | 0 | 0 | 14.4151 | 0 | 0 | 14.4151 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -212468 | 306045 | -576372 | -574707 | -94136 | -576372 |
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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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