Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1507431.7583 | 1559353.8373 | -51922.079 | -52693.2294 | 6399.0265 | -59092.2559 |
Total P&L (%) | 1507.4318 | 1559.3538 | -51.9221 | -52.6932 | 6.399 | -59.0923 |
Avg Daily Profit (%) | 0.8444 | 0.8735 | -0.0291 | -0.0419 | 0.0035 | -0.0501 |
Buy And Hold Return (%) | 385.7205 | 385.7205 | 385.7205 | 385.7205 | 385.7205 | 385.7205 |
Max Trade Drawdown | -173697 | -146846 | -233909 | -144385 | -157706 | -169075 |
Profit Factor | 2.3914 | 4.0602 | 0.9095 | 0.9284 | 1.0181 | 0.8454 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 120 | 57 | 63 | 120 | 57 | 63 |
Losing Trades | 138 | 72 | 66 | 138 | 72 | 66 |
Profitability (%) | 46.5116 | 44.186 | 48.8372 | 46.5116 | 44.186 | 48.8372 |
Ratio Avg Win / Avg Loss | 2.7502 | 5.1287 | 0.9528 | 1.0677 | 1.286 | 0.8857 |
Largest Winning Trade | 1451716 | 1451716 | 54211 | 67235 | 67235 | 39804 |
Largest Losing Trade | -93931 | -31217 | -93931 | -133927 | -30842 | -133927 |
Avg Bars in Trades | 40 | 37 | 44 | 40 | 37 | 44 |
Avg Bars in Winners | 58 | 53 | 63 | 58 | 53 | 63 |
Avg Bars in Losers | 25 | 25 | 25 | 25 | 25 | 25 |
Bars Traded | 10556 | 4862 | 5694 | 10556 | 4862 | 5694 |
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 | 556180 | 564422 | -581442 | -579118 | -557062 | -581442 |
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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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