Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 608280.7191 | 619588.1788 | -11307.4597 | 254154.1521 | 2233052.2051 | -1978898.053 |
Total P&L (%) | 608.2807 | 619.5882 | -11.3075 | 254.1542 | 2233.0522 | -1978.8981 |
Avg Daily Profit (%) | 0.2683 | 0.2732 | -0.005 | 0.0558 | 0.139 | 0 |
Buy And Hold Return (%) | 179.4118 | 179.4118 | 179.4118 | 179.4118 | 179.4118 | 179.4118 |
Max Trade Drawdown | -136446 | -91333 | -179283 | -2329638 | -1115645 | -2344809 |
Profit Factor | 1.333 | 1.712 | 0.9882 | 1.0142 | 1.2759 | 0.7973 |
Total Trades | 495 | 248 | 247 | 495 | 248 | 247 |
Winning Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Losing Trades | 259 | 130 | 129 | 259 | 130 | 129 |
Profitability (%) | 47.6768 | 47.5806 | 47.7733 | 47.6768 | 47.5806 | 47.7733 |
Ratio Avg Win / Avg Loss | 1.4629 | 1.8861 | 1.0803 | 1.1131 | 1.4057 | 0.8716 |
Largest Winning Trade | 142810 | 142810 | 37640 | 1570775 | 1570775 | 469599 |
Largest Losing Trade | -53340 | -32987 | -53340 | -938574 | -430069 | -938574 |
Avg Bars in Trades | 26 | 22 | 30 | 26 | 22 | 30 |
Avg Bars in Winners | 32 | 27 | 36 | 32 | 27 | 36 |
Avg Bars in Losers | 22 | 18 | 25 | 22 | 18 | 25 |
Bars Traded | 13254 | 5699 | 7555 | 13254 | 5699 | 7555 |
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 | 291724 | 334050 | -579240 | -357503 | -7032 | -580907 |
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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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