Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 498023.7524 | 484785.177 | 13238.5753 | 13615.7296 | -127465.4489 | 141081.1785 |
Total P&L (%) | 498.0238 | 484.7852 | 13.2386 | 13.6157 | -127.4654 | 141.0812 |
Avg Daily Profit (%) | 0.2638 | 0.2568 | 0.007 | 0.0068 | 0 | 0.0466 |
Buy And Hold Return (%) | 12.8028 | 12.8028 | 12.8028 | 12.8028 | 12.8028 | 12.8028 |
Max Trade Drawdown | -215276 | -176272 | -52068 | -789934 | -681583 | -156406 |
Profit Factor | 1.4281 | 1.6018 | 1.037 | 1.0052 | 0.9336 | 1.208 |
Total Trades | 279 | 139 | 140 | 279 | 139 | 140 |
Winning Trades | 132 | 62 | 70 | 132 | 62 | 70 |
Losing Trades | 147 | 77 | 70 | 147 | 77 | 70 |
Profitability (%) | 47.3118 | 44.6043 | 50 | 47.3118 | 44.6043 | 50 |
Ratio Avg Win / Avg Loss | 1.5904 | 1.9894 | 1.037 | 1.1195 | 1.1595 | 1.208 |
Largest Winning Trade | 354112 | 354112 | 14803 | 258252 | 258252 | 97326 |
Largest Losing Trade | -43890 | -43890 | -36156 | -204412 | -204412 | -93384 |
Avg Bars in Trades | 79 | 143 | 16 | 79 | 143 | 16 |
Avg Bars in Winners | 89 | 169 | 18 | 89 | 169 | 18 |
Avg Bars in Losers | 71 | 122 | 15 | 71 | 122 | 15 |
Bars Traded | 22295 | 19927 | 2368 | 22295 | 19927 | 2368 |
Profit Streak | 8.5074 | 0 | 40.1741 | 8.5074 | 0 | 40.1741 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404270 | 318761 | -517828 | -543489 | -581395 | -130470 |
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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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