Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314430.7352 | 272053.9519 | 42376.7833 | 384921.4961 | 800368.1318 | -415446.6357 |
Total P&L (%) | 314.4307 | 272.054 | 42.3768 | 384.9215 | 800.3681 | -415.4466 |
Avg Daily Profit (%) | 0.1745 | 0.1509 | 0.0235 | 0.0876 | 0.122 | 0 |
Buy And Hold Return (%) | 72.1787 | 72.1787 | 72.1787 | 72.1787 | 72.1787 | 72.1787 |
Max Trade Drawdown | -170318 | -106903 | -168938 | -675283 | -421866 | -775829 |
Profit Factor | 1.2221 | 1.4199 | 1.0552 | 1.0607 | 1.2806 | 0.881 |
Total Trades | 685 | 342 | 343 | 685 | 342 | 343 |
Winning Trades | 364 | 191 | 173 | 364 | 191 | 173 |
Losing Trades | 321 | 151 | 170 | 321 | 151 | 170 |
Profitability (%) | 53.1387 | 55.848 | 50.4373 | 53.1387 | 55.848 | 50.4373 |
Ratio Avg Win / Avg Loss | 1.0778 | 1.1226 | 1.0369 | 0.9354 | 1.0124 | 0.8657 |
Largest Winning Trade | 44757 | 44757 | 42524 | 196424 | 166568 | 196424 |
Largest Losing Trade | -22064 | -20359 | -22064 | -139066 | -121042 | -139066 |
Avg Bars in Trades | 15 | 16 | 14 | 15 | 16 | 14 |
Avg Bars in Winners | 15 | 16 | 14 | 15 | 16 | 14 |
Avg Bars in Losers | 15 | 15 | 14 | 15 | 15 | 14 |
Bars Traded | 10641 | 5581 | 5059 | 10641 | 5581 | 5059 |
Profit Streak | 601.6807 | 0 | 612.514 | 601.6807 | 0 | 612.514 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358259 | 282944 | -484499 | -227669 | -27480 | -578247 |
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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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