Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1132305.4902 | 1071892.5113 | 60412.9789 | 485594.9065 | 438914.0734 | 46680.8331 |
Total P&L (%) | 1132.3055 | 1071.8925 | 60.413 | 485.5949 | 438.9141 | 46.6808 |
Avg Daily Profit (%) | 0.5437 | 0.5147 | 0.029 | 0.0849 | 0.0809 | 0.0184 |
Buy And Hold Return (%) | 107.1287 | 107.1287 | 107.1287 | 107.1287 | 107.1287 | 107.1287 |
Max Trade Drawdown | -203747 | -223427 | -40716 | -6555121 | -6636257 | -1249806 |
Profit Factor | 1.6769 | 1.8075 | 1.1749 | 1.0201 | 1.0228 | 1.0094 |
Total Trades | 527 | 263 | 264 | 527 | 263 | 264 |
Winning Trades | 261 | 113 | 148 | 261 | 113 | 148 |
Losing Trades | 266 | 150 | 116 | 266 | 150 | 116 |
Profitability (%) | 49.5256 | 42.9658 | 56.0606 | 49.5256 | 42.9658 | 56.0606 |
Ratio Avg Win / Avg Loss | 1.709 | 2.3993 | 0.9208 | 1.0396 | 1.3577 | 0.7912 |
Largest Winning Trade | 434814 | 434814 | 22386 | 2569528 | 2569528 | 316581 |
Largest Losing Trade | -44077 | -44077 | -15414 | -1556895 | -1556895 | -741125 |
Avg Bars in Trades | 47 | 89 | 5 | 47 | 89 | 5 |
Avg Bars in Winners | 48 | 105 | 5 | 48 | 105 | 5 |
Avg Bars in Losers | 45 | 76 | 5 | 45 | 76 | 5 |
Bars Traded | 24791 | 23407 | 1384 | 24791 | 23407 | 1384 |
Profit Streak | 8.947 | 9.3636 | 8.947 | 8.947 | 9.3636 | 8.947 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 642152 | 464656 | -347184 | -276103 | -283739 | -543307 |
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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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