Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604065.938 | 646760.3403 | -42694.4023 | 24421.1185 | 322203.5795 | -297782.461 |
Total P&L (%) | 604.0659 | 646.7603 | -42.6944 | 24.4211 | 322.2036 | -297.7825 |
Avg Daily Profit (%) | 0.2416 | 0.2587 | -0.0171 | 0.0087 | 0.0576 | 0 |
Buy And Hold Return (%) | 221.997 | 221.997 | 221.997 | 221.997 | 221.997 | 221.997 |
Max Trade Drawdown | -288252 | -186433 | -132858 | -982933 | -681461 | -370079 |
Profit Factor | 1.3634 | 1.74 | 0.9458 | 1.0073 | 1.1908 | 0.8179 |
Total Trades | 546 | 273 | 273 | 546 | 273 | 273 |
Winning Trades | 254 | 132 | 122 | 254 | 132 | 122 |
Losing Trades | 292 | 141 | 151 | 292 | 141 | 151 |
Profitability (%) | 46.5201 | 48.3516 | 44.6886 | 46.5201 | 48.3516 | 44.6886 |
Ratio Avg Win / Avg Loss | 1.5674 | 1.8586 | 1.1707 | 1.1581 | 1.272 | 1.0123 |
Largest Winning Trade | 442289 | 442289 | 37096 | 251697 | 251697 | 182777 |
Largest Losing Trade | -58706 | -39992 | -58706 | -283648 | -283648 | -282945 |
Avg Bars in Trades | 27 | 30 | 23 | 27 | 30 | 23 |
Avg Bars in Winners | 35 | 37 | 34 | 35 | 37 | 34 |
Avg Bars in Losers | 19 | 24 | 15 | 19 | 24 | 15 |
Bars Traded | 14753 | 8279 | 6474 | 14753 | 8279 | 6474 |
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 | 302185 | 319722 | -580026 | -557597 | -151710 | -580026 |
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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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