Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455117.912 | 432241.9345 | 22875.9775 | 361552.919 | 2211149.7095 | -1849596.7904 |
Total P&L (%) | 455.1179 | 432.2419 | 22.876 | 361.5529 | 2211.1497 | -1849.5968 |
Avg Daily Profit (%) | 0.2517 | 0.239 | 0.0127 | 0.0846 | 0.1738 | 0 |
Buy And Hold Return (%) | 131.7084 | 131.7084 | 131.7084 | 131.7084 | 131.7084 | 131.7084 |
Max Trade Drawdown | -174246 | -119430 | -103492 | -2033229 | -1231083 | -2233441 |
Profit Factor | 1.3471 | 1.6752 | 1.0341 | 1.0246 | 1.3251 | 0.7657 |
Total Trades | 293 | 146 | 147 | 293 | 146 | 147 |
Winning Trades | 161 | 79 | 82 | 161 | 79 | 82 |
Losing Trades | 132 | 67 | 65 | 132 | 67 | 65 |
Profitability (%) | 54.9488 | 54.1096 | 55.7823 | 54.9488 | 54.1096 | 55.7823 |
Ratio Avg Win / Avg Loss | 1.1044 | 1.4207 | 0.8197 | 0.84 | 1.1238 | 0.607 |
Largest Winning Trade | 83699 | 83699 | 38897 | 752084 | 752084 | 434463 |
Largest Losing Trade | -42782 | -29771 | -42782 | -851230 | -322884 | -851230 |
Avg Bars in Trades | 17 | 14 | 21 | 17 | 14 | 21 |
Avg Bars in Winners | 19 | 15 | 24 | 19 | 15 | 24 |
Avg Bars in Losers | 15 | 13 | 17 | 15 | 13 | 17 |
Bars Traded | 5258 | 2133 | 3125 | 5258 | 2133 | 3125 |
Profit Streak | 4.2909 | 0 | 15.9576 | 4.2909 | 0 | 15.9576 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 296314 | 280773 | -524485 | -275956 | 312980 | -578845 |
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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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