Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 936457.238 | 976539.7116 | -40082.4736 | 143357.4112 | 834355.4392 | -690998.028 |
Total P&L (%) | 936.4572 | 976.5397 | -40.0825 | 143.3574 | 834.3554 | -690.998 |
Avg Daily Profit (%) | 0.4263 | 0.4446 | -0.0182 | 0.0405 | 0.1018 | 0 |
Buy And Hold Return (%) | 549.2946 | 549.2946 | 549.2946 | 549.2946 | 549.2946 | 549.2946 |
Max Trade Drawdown | -192189 | -140223 | -156069 | -3813681 | -3082443 | -1620245 |
Profit Factor | 2.0438 | 3.6143 | 0.9235 | 1.0137 | 1.1601 | 0.8682 |
Total Trades | 291 | 146 | 145 | 291 | 146 | 145 |
Winning Trades | 131 | 72 | 59 | 131 | 72 | 59 |
Losing Trades | 160 | 74 | 86 | 160 | 74 | 86 |
Profitability (%) | 45.0172 | 49.3151 | 40.6897 | 45.0172 | 49.3151 | 40.6897 |
Ratio Avg Win / Avg Loss | 2.4963 | 3.7147 | 1.346 | 1.2381 | 1.1923 | 1.2655 |
Largest Winning Trade | 657396 | 657396 | 63993 | 1547269 | 1547269 | 817130 |
Largest Losing Trade | -72498 | -27845 | -72498 | -931557 | -931557 | -669365 |
Avg Bars in Trades | 44 | 39 | 48 | 44 | 39 | 48 |
Avg Bars in Winners | 57 | 42 | 76 | 57 | 42 | 76 |
Avg Bars in Losers | 33 | 38 | 28 | 33 | 38 | 28 |
Bars Traded | 12827 | 5838 | 6989 | 12827 | 5838 | 6989 |
Profit Streak | 10.047 | 10.2137 | 0 | 10.047 | 10.2137 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 188885 | 315398 | -582902 | -509788 | -110972 | -582902 |
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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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