Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 848149.4647 | 842139.7875 | 6009.6772 | -31395.7518 | 221748.1179 | -253143.8697 |
Total P&L (%) | 848.1495 | 842.1398 | 6.0097 | -31.3958 | 221.7481 | -253.1439 |
Avg Daily Profit (%) | 0.3502 | 0.3477 | 0.0025 | -0.0156 | 0.0483 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -210603 | -181720 | -56497 | -1026283 | -802131 | -332866 |
Profit Factor | 1.6607 | 1.8864 | 1.018 | 0.9912 | 1.0868 | 0.7515 |
Total Trades | 447 | 223 | 224 | 447 | 223 | 224 |
Winning Trades | 150 | 62 | 88 | 150 | 62 | 88 |
Losing Trades | 297 | 161 | 136 | 297 | 161 | 136 |
Profitability (%) | 33.557 | 27.8027 | 39.2857 | 33.557 | 27.8027 | 39.2857 |
Ratio Avg Win / Avg Loss | 3.2883 | 4.8985 | 1.5733 | 1.9626 | 2.8222 | 1.1613 |
Largest Winning Trade | 611703 | 611703 | 24909 | 832468 | 832468 | 61606 |
Largest Losing Trade | -48468 | -48468 | -30674 | -393822 | -393822 | -264946 |
Avg Bars in Trades | 31 | 61 | 2 | 31 | 61 | 2 |
Avg Bars in Winners | 57 | 135 | 2 | 57 | 135 | 2 |
Avg Bars in Losers | 18 | 32 | 1 | 18 | 32 | 1 |
Bars Traded | 14110 | 13629 | 480 | 14110 | 13629 | 480 |
Profit Streak | 0 | 12.1743 | 0 | 0 | 12.1743 | 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 | 302718 | -3348 | -558145 | -582058 | -268591 | -582383 |
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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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