Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1287931.7971 | 1255373.5773 | 32558.2197 | 1777550.1862 | 2700441.9154 | -922891.7292 |
Total P&L (%) | 1287.9318 | 1255.3736 | 32.5582 | 1777.5502 | 2700.4419 | -922.8917 |
Avg Daily Profit (%) | 0.7077 | 0.6898 | 0.0179 | 0.1613 | 0.1833 | 0 |
Buy And Hold Return (%) | 663.5575 | 663.5575 | 663.5575 | 663.5575 | 663.5575 | 663.5575 |
Max Trade Drawdown | -124927 | -98196 | -81900 | -3946804 | -2744282 | -1794132 |
Profit Factor | 2.4008 | 3.6593 | 1.0728 | 1.1126 | 1.3443 | 0.8839 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 129 | 66 | 63 | 129 | 66 | 63 |
Losing Trades | 157 | 77 | 80 | 157 | 77 | 80 |
Profitability (%) | 45.1049 | 46.1538 | 44.0559 | 45.1049 | 46.1538 | 44.0559 |
Ratio Avg Win / Avg Loss | 2.9219 | 4.2692 | 1.3623 | 1.354 | 1.5684 | 1.1224 |
Largest Winning Trade | 684399 | 684399 | 74775 | 2991728 | 2991728 | 1124868 |
Largest Losing Trade | -29985 | -29035 | -29985 | -786148 | -786148 | -700608 |
Avg Bars in Trades | 74 | 70 | 79 | 74 | 70 | 79 |
Avg Bars in Winners | 108 | 97 | 119 | 108 | 97 | 119 |
Avg Bars in Losers | 47 | 46 | 47 | 47 | 46 | 47 |
Bars Traded | 21362 | 10026 | 11335 | 21362 | 10026 | 11335 |
Profit Streak | 11.398 | 11.398 | 13.2313 | 11.398 | 11.398 | 13.2313 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388164 | 373999 | -476610 | -91283 | 221867 | -580518 |
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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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