Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568516.5212 | 409185.7231 | 159330.7981 | 159693.8876 | 151687.7294 | 8006.1582 |
Total P&L (%) | 568.5165 | 409.1857 | 159.3308 | 159.6939 | 151.6877 | 8.0062 |
Avg Daily Profit (%) | 0.3579 | 0.2576 | 0.1003 | 0.0601 | 0.0581 | 0.0048 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153137 | -132060 | -160726 | -357041 | -235873 | -310687 |
Profit Factor | 1.1426 | 1.2188 | 1.0753 | 1.0415 | 1.0844 | 1.0039 |
Total Trades | 2280 | 1140 | 1140 | 2280 | 1140 | 1140 |
Winning Trades | 1123 | 565 | 558 | 1123 | 565 | 558 |
Losing Trades | 1157 | 575 | 582 | 1157 | 575 | 582 |
Profitability (%) | 49.2544 | 49.5614 | 48.9474 | 49.2544 | 49.5614 | 48.9474 |
Ratio Avg Win / Avg Loss | 1.1772 | 1.2404 | 1.1215 | 1.073 | 1.1036 | 1.0471 |
Largest Winning Trade | 60422 | 60422 | 48101 | 87832 | 85312 | 87832 |
Largest Losing Trade | -71298 | -40436 | -71298 | -126782 | -126782 | -103501 |
Avg Bars in Trades | 2 | 1 | 2 | 2 | 1 | 2 |
Avg Bars in Winners | 2 | 2 | 2 | 2 | 2 | 2 |
Avg Bars in Losers | 1 | 1 | 2 | 1 | 1 | 2 |
Bars Traded | 4757 | 2239 | 2518 | 4757 | 2239 | 2518 |
Profit Streak | 0 | 1.9084 | 0 | 0 | 1.9084 | 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 | -47110 | 401607 | -191383 | -280425 | -239491 | -562981 |
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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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