Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 500932.1073 | 495365.3491 | 5566.7582 | 184105.2357 | 378752.2228 | -194646.9871 |
Total P&L (%) | 500.9321 | 495.3653 | 5.5668 | 184.1052 | 378.7522 | -194.647 |
Avg Daily Profit (%) | 0.3096 | 0.3062 | 0.0034 | 0.0646 | 0.0968 | 0 |
Buy And Hold Return (%) | 21.4447 | 21.4447 | 21.4447 | 21.4447 | 21.4447 | 21.4447 |
Max Trade Drawdown | -205991 | -204722 | -52333 | -2384491 | -2359220 | -543791 |
Profit Factor | 1.558 | 1.8117 | 1.0194 | 1.0238 | 1.0654 | 0.9006 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 148 | 81 | 67 | 148 | 81 | 67 |
Losing Trades | 105 | 45 | 60 | 105 | 45 | 60 |
Profitability (%) | 58.498 | 64.2857 | 52.7559 | 58.498 | 64.2857 | 52.7559 |
Ratio Avg Win / Avg Loss | 1.1053 | 1.0065 | 0.9129 | 0.7263 | 0.5919 | 0.8065 |
Largest Winning Trade | 90172 | 90172 | 17952 | 961787 | 961787 | 156991 |
Largest Losing Trade | -82900 | -82900 | -18870 | -1909308 | -1909308 | -287212 |
Avg Bars in Trades | 74 | 141 | 8 | 74 | 141 | 8 |
Avg Bars in Winners | 46 | 77 | 8 | 46 | 77 | 8 |
Avg Bars in Losers | 113 | 255 | 7 | 113 | 255 | 7 |
Bars Traded | 18823 | 17796 | 1027 | 18823 | 17796 | 1027 |
Profit Streak | 495.9554 | 495.9554 | 566.4554 | 495.9554 | 495.9554 | 566.4554 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518276 | 470538 | -553099 | -299018 | -211685 | -578992 |
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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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