Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245320.146 | 386590.0007 | -141269.8547 | -75473.802 | 8257.3382 | -83731.1402 |
Total P&L (%) | 245.3201 | 386.59 | -141.2699 | -75.4738 | 8.2573 | -83.7311 |
Avg Daily Profit (%) | 0.1516 | 0.2389 | -0.0873 | -0.0868 | 0.0049 | -0.1122 |
Buy And Hold Return (%) | 24.465 | 24.465 | 24.465 | 24.465 | 24.465 | 24.465 |
Max Trade Drawdown | -158891 | -96493 | -266389 | -145515 | -70747 | -131756 |
Profit Factor | 1.1751 | 1.5498 | 0.7975 | 0.8922 | 1.0228 | 0.7515 |
Total Trades | 482 | 241 | 241 | 482 | 241 | 241 |
Winning Trades | 212 | 110 | 102 | 212 | 110 | 102 |
Losing Trades | 270 | 131 | 139 | 270 | 131 | 139 |
Profitability (%) | 43.9834 | 45.6432 | 42.3237 | 43.9834 | 45.6432 | 42.3237 |
Ratio Avg Win / Avg Loss | 1.4966 | 1.8456 | 1.0867 | 1.1362 | 1.218 | 1.0242 |
Largest Winning Trade | 212669 | 212669 | 74022 | 50883 | 50883 | 31247 |
Largest Losing Trade | -36042 | -30450 | -36042 | -21613 | -21613 | -20608 |
Avg Bars in Trades | 39 | 38 | 41 | 39 | 38 | 41 |
Avg Bars in Winners | 59 | 55 | 63 | 59 | 55 | 63 |
Avg Bars in Losers | 23 | 23 | 24 | 23 | 23 | 24 |
Bars Traded | 19062 | 9158 | 9904 | 19062 | 9158 | 9904 |
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 | -20483 | 348709 | -581391 | -578932 | -548533 | -581391 |
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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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