Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385560.638 | 318756.4111 | 66804.2269 | 54499.4501 | -84378.5725 | 138878.0226 |
Total P&L (%) | 385.5606 | 318.7564 | 66.8042 | 54.4995 | -84.3786 | 138.878 |
Avg Daily Profit (%) | 0.2045 | 0.1691 | 0.0354 | 0.0231 | -0.0984 | 0.0462 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113392 | -109498 | -94654 | -764534 | -724123 | -362656 |
Profit Factor | 1.2293 | 1.3558 | 1.085 | 1.0099 | 0.9719 | 1.0548 |
Total Trades | 528 | 264 | 264 | 528 | 264 | 264 |
Winning Trades | 243 | 115 | 128 | 243 | 115 | 128 |
Losing Trades | 285 | 149 | 136 | 285 | 149 | 136 |
Profitability (%) | 46.0227 | 43.5606 | 48.4848 | 46.0227 | 43.5606 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.4418 | 1.7567 | 1.1529 | 1.1844 | 1.2592 | 1.1208 |
Largest Winning Trade | 118808 | 118808 | 27391 | 210702 | 210702 | 179071 |
Largest Losing Trade | -35504 | -35504 | -34331 | -208262 | -208262 | -134798 |
Avg Bars in Trades | 7 | 8 | 6 | 7 | 8 | 6 |
Avg Bars in Winners | 7 | 8 | 6 | 7 | 8 | 6 |
Avg Bars in Losers | 6 | 7 | 5 | 6 | 7 | 5 |
Bars Traded | 3734 | 2113 | 1621 | 3734 | 2113 | 1621 |
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 | 316864 | 269716 | -272226 | -371263 | -580512 | -290879 |
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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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