Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 890784.9341 | 816106.4432 | 74678.491 | 1071722.7046 | 2038185.1422 | -966462.4376 |
Total P&L (%) | 890.7849 | 816.1064 | 74.6785 | 1071.7227 | 2038.1851 | -966.4624 |
Avg Daily Profit (%) | 0.3949 | 0.3618 | 0.0331 | 0.1092 | 0.1359 | 0 |
Buy And Hold Return (%) | 130.0493 | 130.0493 | 130.0493 | 130.0493 | 130.0493 | 130.0493 |
Max Trade Drawdown | -165814 | -117939 | -93242 | -5553708 | -3895062 | -2749357 |
Profit Factor | 1.6117 | 1.9504 | 1.125 | 1.0436 | 1.1349 | 0.8979 |
Total Trades | 323 | 161 | 162 | 323 | 161 | 162 |
Winning Trades | 146 | 63 | 83 | 146 | 63 | 83 |
Losing Trades | 177 | 98 | 79 | 177 | 98 | 79 |
Profitability (%) | 45.2012 | 39.1304 | 51.2346 | 45.2012 | 39.1304 | 51.2346 |
Ratio Avg Win / Avg Loss | 1.9539 | 3.034 | 1.0708 | 1.2652 | 1.7654 | 0.8547 |
Largest Winning Trade | 189593 | 189593 | 44911 | 3356849 | 3356849 | 841133 |
Largest Losing Trade | -44969 | -44969 | -42855 | -1239111 | -1239111 | -856685 |
Avg Bars in Trades | 13 | 21 | 6 | 13 | 21 | 6 |
Avg Bars in Winners | 16 | 28 | 7 | 16 | 28 | 7 |
Avg Bars in Losers | 11 | 16 | 5 | 11 | 16 | 5 |
Bars Traded | 4480 | 3392 | 1088 | 4480 | 3392 | 1088 |
Profit Streak | 7.0382 | 0 | 8.5382 | 7.0382 | 0 | 8.5382 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483794 | 323315 | -396090 | -218605 | -85930 | -579376 |
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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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