Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423581.4376 | 474726.6636 | -51145.226 | -148066.9728 | -38799.5062 | -109267.4666 |
Total P&L (%) | 423.5814 | 474.7267 | -51.1452 | -148.067 | -38.7995 | -109.2675 |
Avg Daily Profit (%) | 0.187 | 0.2096 | -0.0226 | 0 | -0.0217 | 0 |
Buy And Hold Return (%) | 63.4088 | 63.4088 | 63.4088 | 63.4088 | 63.4088 | 63.4088 |
Max Trade Drawdown | -407063 | -121411 | -430827 | -943059 | -286595 | -696674 |
Profit Factor | 1.1351 | 1.3146 | 0.9685 | 0.9448 | 0.9696 | 0.9223 |
Total Trades | 1106 | 553 | 553 | 1106 | 553 | 553 |
Winning Trades | 676 | 343 | 333 | 484 | 244 | 240 |
Losing Trades | 430 | 210 | 220 | 622 | 309 | 313 |
Profitability (%) | 61.1212 | 62.0253 | 60.217 | 43.7613 | 44.123 | 43.3996 |
Ratio Avg Win / Avg Loss | 0.722 | 0.8049 | 0.6399 | 1.2142 | 1.2279 | 1.2028 |
Largest Winning Trade | 55913 | 55913 | 26015 | 91736 | 38975 | 91736 |
Largest Losing Trade | -127777 | -53054 | -127777 | -400338 | -73428 | -400338 |
Avg Bars in Trades | 12 | 12 | 11 | 12 | 12 | 11 |
Avg Bars in Winners | 9 | 9 | 8 | 15 | 16 | 14 |
Avg Bars in Losers | 17 | 18 | 16 | 10 | 10 | 9 |
Bars Traded | 13582 | 7109 | 6473 | 13582 | 7109 | 6473 |
Profit Streak | 0 | 10.0111 | 0 | 3.3444 | 0 | 4.3444 |
Trades During Streak | 0 | 3 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58588 | 429235 | -576841 | -576125 | -578785 | -578965 |
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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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