Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 266333.2122 | 341512.7349 | -75179.5227 | -87630.388 | 396033.2073 | -483663.5953 |
Total P&L (%) | 266.3332 | 341.5127 | -75.1795 | -87.6304 | 396.0332 | -483.6636 |
Avg Daily Profit (%) | 0.1414 | 0.1814 | -0.0399 | -0.1109 | 0.0851 | 0 |
Buy And Hold Return (%) | 18.7812 | 18.7812 | 18.7812 | 18.7812 | 18.7812 | 18.7812 |
Max Trade Drawdown | -301723 | -170486 | -209786 | -1295455 | -474767 | -950323 |
Profit Factor | 1.1062 | 1.2884 | 0.9432 | 0.976 | 1.2702 | 0.778 |
Total Trades | 831 | 416 | 415 | 831 | 416 | 415 |
Winning Trades | 510 | 262 | 248 | 510 | 262 | 248 |
Losing Trades | 321 | 154 | 167 | 321 | 154 | 167 |
Profitability (%) | 61.3718 | 62.9808 | 59.759 | 61.3718 | 62.9808 | 59.759 |
Ratio Avg Win / Avg Loss | 0.6963 | 0.7573 | 0.6351 | 0.6143 | 0.7466 | 0.5239 |
Largest Winning Trade | 96967 | 96967 | 28410 | 106717 | 102460 | 106717 |
Largest Losing Trade | -66129 | -37403 | -66129 | -688676 | -171209 | -688676 |
Avg Bars in Trades | 4 | 4 | 4 | 4 | 4 | 4 |
Avg Bars in Winners | 3 | 2 | 3 | 3 | 2 | 3 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 3747 | 1781 | 1965 | 3747 | 1781 | 1965 |
Profit Streak | 0 | 0 | 12.1597 | 0 | 0 | 12.1597 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -103049 | 337943 | -577000 | -574269 | -77545 | -577000 |
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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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