Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1095253.0269 | 1052858.436 | 42394.5909 | 1419536.2155 | 2419556.5568 | -1000020.3413 |
Total P&L (%) | 1095.253 | 1052.8584 | 42.3946 | 1419.5362 | 2419.5566 | -1000.0203 |
Avg Daily Profit (%) | 0.4982 | 0.4789 | 0.0193 | 0.1239 | 0.1469 | 0 |
Buy And Hold Return (%) | 540.2894 | 540.2894 | 540.2894 | 540.2894 | 540.2894 | 540.2894 |
Max Trade Drawdown | -168945 | -158448 | -75300 | -2485006 | -1885046 | -1150370 |
Profit Factor | 1.709 | 2.0999 | 1.0722 | 1.0937 | 1.2647 | 0.8337 |
Total Trades | 533 | 266 | 267 | 533 | 266 | 267 |
Winning Trades | 265 | 119 | 146 | 265 | 119 | 146 |
Losing Trades | 268 | 147 | 121 | 268 | 147 | 121 |
Profitability (%) | 49.7186 | 44.7368 | 54.6816 | 49.7186 | 44.7368 | 54.6816 |
Ratio Avg Win / Avg Loss | 1.7284 | 2.594 | 0.8886 | 1.1061 | 1.5623 | 0.6909 |
Largest Winning Trade | 480403 | 480403 | 24150 | 2304394 | 2304394 | 195831 |
Largest Losing Trade | -27817 | -23523 | -27817 | -625566 | -625566 | -400126 |
Avg Bars in Trades | 24 | 37 | 11 | 24 | 37 | 11 |
Avg Bars in Winners | 28 | 48 | 12 | 28 | 48 | 12 |
Avg Bars in Losers | 20 | 29 | 10 | 20 | 29 | 10 |
Bars Traded | 13078 | 10097 | 2981 | 13078 | 10097 | 2981 |
Profit Streak | 0 | 9.3888 | 0 | 0 | 9.3888 | 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 | 362552 | 239016 | -473963 | -145221 | 75460 | -579052 |
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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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