Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 749669.4746 | 679761.5943 | 69907.8803 | 999733.6631 | 1569064.2487 | -569330.5857 |
Total P&L (%) | 749.6695 | 679.7616 | 69.9079 | 999.7337 | 1569.0642 | -569.3306 |
Avg Daily Profit (%) | 0.2985 | 0.2707 | 0.0278 | 0.0955 | 0.1121 | 0 |
Buy And Hold Return (%) | 122.9246 | 122.9246 | 122.9246 | 122.9246 | 122.9246 | 122.9246 |
Max Trade Drawdown | -174341 | -149195 | -117663 | -866839 | -514302 | -833384 |
Profit Factor | 1.5682 | 1.9628 | 1.114 | 1.184 | 1.5689 | 0.7871 |
Total Trades | 454 | 227 | 227 | 454 | 227 | 227 |
Winning Trades | 152 | 62 | 90 | 152 | 62 | 90 |
Losing Trades | 302 | 165 | 137 | 302 | 165 | 137 |
Profitability (%) | 33.4802 | 27.3128 | 39.6476 | 33.4802 | 27.3128 | 39.6476 |
Ratio Avg Win / Avg Loss | 3.1157 | 5.2236 | 1.6957 | 2.3525 | 4.1753 | 1.1981 |
Largest Winning Trade | 424299 | 424299 | 30903 | 975903 | 975903 | 218476 |
Largest Losing Trade | -32633 | -19829 | -32633 | -308331 | -155814 | -308331 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 31 | 37 | 27 | 31 | 37 | 27 |
Avg Bars in Losers | 9 | 8 | 9 | 9 | 8 | 9 |
Bars Traded | 7500 | 3719 | 3781 | 7500 | 3719 | 3781 |
Profit Streak | 18.4022 | 18.4022 | 22.0689 | 18.4022 | 18.4022 | 22.0689 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302568 | -6758 | -418089 | -84714 | -58167 | -581678 |
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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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