Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 544407.2883 | 452163.2033 | 92244.0851 | 1967739.6953 | 2074779.088 | -107039.3927 |
Total P&L (%) | 544.4073 | 452.1632 | 92.2441 | 1967.7397 | 2074.7791 | -107.0394 |
Avg Daily Profit (%) | 0.2178 | 0.1809 | 0.0369 | 0.1213 | 0.1233 | 0 |
Buy And Hold Return (%) | 207.3684 | 207.3684 | 207.3684 | 207.3684 | 207.3684 | 207.3684 |
Max Trade Drawdown | -157187 | -95085 | -91957 | -3261951 | -1943450 | -1701150 |
Profit Factor | 1.3945 | 1.6559 | 1.1336 | 1.1037 | 1.2191 | 0.9887 |
Total Trades | 544 | 272 | 272 | 544 | 272 | 272 |
Winning Trades | 283 | 140 | 143 | 283 | 140 | 143 |
Losing Trades | 261 | 132 | 129 | 261 | 132 | 129 |
Profitability (%) | 52.0221 | 51.4706 | 52.5735 | 52.0221 | 51.4706 | 52.5735 |
Ratio Avg Win / Avg Loss | 1.2861 | 1.5612 | 1.0226 | 1.0179 | 1.1494 | 0.8919 |
Largest Winning Trade | 46463 | 46463 | 28340 | 751493 | 751493 | 629261 |
Largest Losing Trade | -43812 | -43812 | -42911 | -799276 | -649489 | -799276 |
Avg Bars in Trades | 27 | 30 | 23 | 27 | 30 | 23 |
Avg Bars in Winners | 25 | 28 | 22 | 25 | 28 | 22 |
Avg Bars in Losers | 28 | 32 | 24 | 28 | 32 | 24 |
Bars Traded | 14756 | 8330 | 6426 | 14756 | 8330 | 6426 |
Profit Streak | 11.5732 | 0 | 12.7398 | 11.5732 | 0 | 12.7398 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339131 | 214779 | -380849 | -133213 | -27378 | -578687 |
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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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