Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348889.7789 | 367816.312 | -18926.5331 | -19612.7183 | 831374.3731 | -850987.0914 |
Total P&L (%) | 348.8898 | 367.8163 | -18.9265 | -19.6127 | 831.3744 | -850.9871 |
Avg Daily Profit (%) | 0.1819 | 0.1917 | -0.0099 | -0.0114 | 0.1164 | 0 |
Buy And Hold Return (%) | 19.7287 | 19.7287 | 19.7287 | 19.7287 | 19.7287 | 19.7287 |
Max Trade Drawdown | -197772 | -115521 | -160075 | -667488 | -281265 | -982125 |
Profit Factor | 1.1771 | 1.4388 | 0.9833 | 0.9964 | 1.4006 | 0.7526 |
Total Trades | 481 | 240 | 241 | 481 | 240 | 241 |
Winning Trades | 205 | 105 | 100 | 205 | 105 | 100 |
Losing Trades | 276 | 135 | 141 | 276 | 135 | 141 |
Profitability (%) | 42.6195 | 43.75 | 41.4938 | 42.6195 | 43.75 | 41.4938 |
Ratio Avg Win / Avg Loss | 1.5848 | 1.8498 | 1.3864 | 1.3416 | 1.8007 | 1.0612 |
Largest Winning Trade | 72596 | 72596 | 37968 | 286594 | 286594 | 177496 |
Largest Losing Trade | -49175 | -19659 | -49175 | -335071 | -73820 | -335071 |
Avg Bars in Trades | 11 | 10 | 12 | 11 | 10 | 12 |
Avg Bars in Winners | 16 | 13 | 19 | 16 | 13 | 19 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 5689 | 2569 | 3120 | 5689 | 2569 | 3120 |
Profit Streak | 0 | 14.9812 | 0 | 0 | 14.9812 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17226 | 314189 | -581436 | -579190 | -36256 | -581436 |
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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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