Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 447711.4279 | 373317.202 | 74394.2259 | 666044.73 | 1057469.796 | -391425.066 |
Total P&L (%) | 447.7114 | 373.3172 | 74.3942 | 666.0447 | 1057.4698 | -391.4251 |
Avg Daily Profit (%) | 0.1875 | 0.1563 | 0.0311 | 0.0853 | 0.1026 | 0 |
Buy And Hold Return (%) | 84.4198 | 84.4198 | 84.4198 | 84.4198 | 84.4198 | 84.4198 |
Max Trade Drawdown | -108113 | -69133 | -81683 | -962656 | -660577 | -977755 |
Profit Factor | 1.4506 | 2.2569 | 1.1068 | 1.0951 | 1.4502 | 0.9159 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 123 | 67 | 56 | 123 | 67 | 56 |
Losing Trades | 143 | 66 | 77 | 143 | 66 | 77 |
Profitability (%) | 46.2406 | 50.3759 | 42.1053 | 46.2406 | 50.3759 | 42.1053 |
Ratio Avg Win / Avg Loss | 1.6865 | 2.2232 | 1.5219 | 1.2732 | 1.4286 | 1.2594 |
Largest Winning Trade | 66839 | 59303 | 66839 | 451204 | 451204 | 407277 |
Largest Losing Trade | -31826 | -22818 | -31826 | -384122 | -313110 | -384122 |
Avg Bars in Trades | 26 | 12 | 39 | 26 | 12 | 39 |
Avg Bars in Winners | 37 | 16 | 63 | 37 | 16 | 63 |
Avg Bars in Losers | 16 | 8 | 22 | 16 | 8 | 22 |
Bars Traded | 6986 | 1696 | 5290 | 6986 | 1696 | 5290 |
Profit Streak | 0 | 33.2131 | 0 | 0 | 33.2131 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313404 | 405751 | -422245 | -194375 | -53033 | -582382 |
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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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